+833.7%
INSM vs RIO
+608.6%
+225.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.4% |
| 7D | +2.5% | -3.2% | +5.7% | +3.8% |
| 30D | -2.2% | +0.9% | -3.1% | -2.6% |
| 3M | +33.8% | -1.4% | +35.2% | +33.7% |
| 6M | -7.2% | +10.9% | -18.1% | -11.4% |
| YTD | -25.6% | +31.2% | -56.9% | -34.4% |
| 1Y | -11.2% | +67.9% | -79.1% | -29.8% |
| 3Y | +388.3% | +88.8% | +299.5% | +254.5% |
| 5Y | +376.6% | +93.1% | +283.5% | +226.7% |
| All | +833.7% | +608.6% | +225.0% | +275.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 RIO 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