+756.5%
INSM vs INVH
+75.4%
+681.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.7% | +1.7% |
| 7D | +2.5% | -3.0% | +5.5% | +4.0% |
| 30D | -2.2% | -7.5% | +5.4% | +1.5% |
| 3M | +33.8% | -5.5% | +39.3% | +36.8% |
| 6M | -7.2% | +11.7% | -18.9% | -13.3% |
| YTD | -25.6% | +1.3% | -27.0% | -27.4% |
| 1Y | -11.2% | -6.1% | -5.2% | -10.1% |
| 3Y | +388.3% | -9.8% | +398.1% | +394.7% |
| 5Y | +376.6% | -19.7% | +396.3% | +412.0% |
| All | +756.5% | +75.4% | +681.1% | +536.1% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 INVH 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