-11.4%
INSM vs QID
-38.2%
+26.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | 0.0% | -0.3% |
| 7D | +6.5% | -0.6% | +7.2% | +6.5% |
| 30D | +27.5% | 0.0% | +27.5% | +27.5% |
| 3M | +20.4% | +3.7% | +16.6% | +21.7% |
| 6M | -15.7% | -29.9% | +14.1% | -19.3% |
| YTD | -27.4% | -28.8% | +1.3% | -30.4% |
| 1Y | -11.4% | -37.2% | +25.8% | -22.6% |
| All | -11.4% | -38.2% | +26.8% | -22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 1y: compounded portfolio wealth divided by compounded QID 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…
1y analysis · Full analysis span regression · 6 months rolling