+1,043.0%
INSM vs EXR
+3,081.1%
-2,038.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.4% | +2.6% |
| 7D | +5.9% | -0.4% | +6.3% | +6.0% |
| 30D | +23.9% | +18.2% | +5.7% | +18.2% |
| 3M | -4.1% | +7.3% | -11.4% | -6.0% |
| 6M | +2.7% | +13.8% | -11.1% | -1.3% |
| YTD | -30.4% | +25.9% | -56.3% | -35.1% |
| 1Y | -36.6% | +25.8% | -62.4% | -40.8% |
| 3Y | +406.9% | +53.7% | +353.2% | +339.3% |
| 5Y | +280.3% | -1.8% | +282.0% | +270.2% |
| 10Y | +738.5% | +214.5% | +523.9% | +486.6% |
| All | +1,043.0% | +3,081.1% | -2,038.0% | +480.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EXR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling