+818.3%
INSM vs SIMO
+557.5%
+260.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.5% | +3.3% | -0.2% |
| 7D | +0.5% | +12.5% | -12.1% | -2.2% |
| 30D | -4.0% | +18.4% | -22.4% | -8.1% |
| 3M | +38.5% | +5.6% | +32.9% | +33.8% |
| 6M | -11.5% | +116.9% | -128.4% | -30.2% |
| YTD | -26.9% | +188.4% | -215.3% | -47.5% |
| 1Y | -12.8% | +221.3% | -234.1% | -39.8% |
| 3Y | +384.7% | +438.6% | -53.9% | +173.9% |
| 5Y | +368.8% | +287.9% | +80.9% | +177.5% |
| All | +818.3% | +557.5% | +260.8% | +293.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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