-21.9%
INSM vs RMBS
+90.5%
-112.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.9% | +2.3% | +3.0% |
| 7D | +1.7% | +3.5% | -1.7% | +1.2% |
| 30D | -4.4% | -8.6% | +4.2% | -3.2% |
| 3M | +30.0% | -40.3% | +70.4% | +39.3% |
| 6M | -10.0% | -1.0% | -9.0% | -12.4% |
| YTD | -26.0% | -4.6% | -21.4% | -28.5% |
| 1Y | -12.5% | +17.6% | -30.1% | -19.3% |
| 3Y | +390.5% | +58.6% | +331.8% | +312.6% |
| 5Y | +357.7% | +270.9% | +86.8% | +232.4% |
| 10Y | +877.2% | +569.1% | +308.2% | +550.1% |
| All | -21.9% | +90.5% | -112.5% | -58.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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