+1,188.7%
INSM vs SIMO
+3,332.4%
-2,143.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +8.7% | -9.0% | -2.1% |
| 7D | +6.5% | +4.2% | +2.3% | +5.5% |
| 30D | +27.5% | +4.1% | +23.5% | +26.0% |
| 3M | +20.4% | -12.9% | +33.2% | +21.4% |
| 6M | -15.7% | +110.3% | -126.1% | -31.3% |
| YTD | -27.4% | +178.6% | -206.0% | -44.9% |
| 1Y | -11.4% | +220.0% | -231.4% | -35.2% |
| 3Y | +457.8% | +409.0% | +48.8% | +257.6% |
| 5Y | +343.0% | +277.3% | +65.7% | +192.3% |
| 10Y | +848.1% | +506.6% | +341.5% | +439.1% |
| All | +1,188.7% | +3,332.4% | -2,143.7% | +275.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling