+833.7%
INSM vs NLY
+81.8%
+751.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.1% | +1.9% |
| 7D | +2.5% | -4.0% | +6.5% | +4.2% |
| 30D | -2.2% | -5.2% | +3.1% | +0.1% |
| 3M | +33.8% | +2.8% | +31.0% | +31.9% |
| 6M | -7.2% | +4.2% | -11.4% | -8.9% |
| YTD | -25.6% | +4.7% | -30.3% | -27.3% |
| 1Y | -11.2% | +12.7% | -24.0% | -16.1% |
| 3Y | +388.3% | +62.5% | +325.8% | +291.1% |
| 5Y | +376.6% | +26.3% | +350.3% | +318.4% |
| All | +833.7% | +81.8% | +751.9% | +635.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NLY.
Daily Out/Under-Performance
Portfolio return minus NLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NLY 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 10y: compounded portfolio wealth divided by compounded NLY 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…
10y analysis · Full analysis span regression · 6 months rolling