-24.3%
INSM vs RIO
+2,759.0%
-2,783.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.7% | -1.2% |
| 7D | +2.8% | +1.9% | +0.8% | +2.3% |
| 30D | -4.7% | +5.0% | -9.7% | -5.9% |
| 3M | +32.6% | +5.1% | +27.5% | +30.6% |
| 6M | -10.9% | +17.6% | -28.5% | -14.5% |
| YTD | -28.2% | +36.3% | -64.5% | -34.0% |
| 1Y | -14.9% | +71.2% | -86.0% | -26.2% |
| 3Y | +375.6% | +102.7% | +272.9% | +289.7% |
| 5Y | +349.1% | +99.6% | +249.5% | +263.1% |
| 10Y | +796.6% | +603.1% | +193.5% | +443.0% |
| All | -24.3% | +2,759.0% | -2,783.3% | -51.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling