+380.3%
INSM vs QID
-73.3%
+453.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.3% | -3.5% | -0.6% |
| 7D | +0.5% | +2.7% | -2.3% | +1.1% |
| 30D | -4.0% | +3.3% | -7.3% | -3.2% |
| 3M | +38.5% | -5.5% | +44.1% | +37.0% |
| 6M | -11.5% | -28.4% | +16.9% | -17.8% |
| YTD | -26.9% | -26.6% | -0.3% | -31.5% |
| 1Y | -12.8% | -34.1% | +21.4% | -20.6% |
| All | +380.3% | -73.3% | +453.6% | +282.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling