+403.1%
INSM vs SIMO
+220.9%
+182.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.7% | +4.7% | +3.1% |
| 7D | +14.4% | -16.0% | +30.4% | +15.9% |
| 30D | +18.8% | -35.8% | +54.5% | +23.0% |
| 3M | -11.3% | -26.5% | +15.2% | -9.7% |
| 6M | +17.9% | -33.0% | +50.9% | +21.0% |
| YTD | -31.3% | +84.3% | -115.7% | -35.9% |
| 1Y | -37.7% | +82.0% | -119.7% | -41.9% |
| 3Y | +403.1% | +218.5% | +184.6% | +257.1% |
| All | +403.1% | +220.9% | +182.2% | +257.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling