+367.9%
INSM vs INDA
+5.7%
+362.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.7% | +1.1% |
| 7D | +2.5% | -2.7% | +5.2% | +4.1% |
| 30D | -2.2% | -2.8% | +0.6% | -0.6% |
| 3M | +33.8% | +1.6% | +32.2% | +32.0% |
| 6M | -7.2% | -1.4% | -5.7% | -6.9% |
| YTD | -25.6% | -10.1% | -15.5% | -21.3% |
| 1Y | -11.2% | -8.8% | -2.5% | -7.0% |
| 3Y | +388.3% | +7.6% | +380.7% | +337.7% |
| All | +367.9% | +5.7% | +362.2% | +302.2% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 5y: compounded portfolio wealth divided by compounded INDA 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…
5y analysis · Full analysis span regression · 6 months rolling