+833.7%
INSM vs NTRA
+3,199.2%
-2,365.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +1.4% |
| 7D | +2.5% | +0.2% | +2.2% | +2.4% |
| 30D | -2.2% | +4.1% | -6.3% | -3.3% |
| 3M | +33.8% | +50.0% | -16.2% | +17.4% |
| 6M | -7.2% | +67.3% | -74.5% | -21.6% |
| YTD | -25.6% | +43.6% | -69.2% | -34.7% |
| 1Y | -11.2% | +89.2% | -100.5% | -28.2% |
| 3Y | +388.3% | +502.5% | -114.2% | +171.5% |
| 5Y | +376.6% | +173.8% | +202.9% | +200.4% |
| All | +833.7% | +3,199.2% | -2,365.5% | +158.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 NTRA 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