+388.3%
INSM vs SPXL
+221.9%
+166.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.4% | -0.8% | +1.1% |
| 7D | +2.5% | -2.5% | +5.0% | +3.1% |
| 30D | -2.2% | -4.2% | +2.1% | -1.2% |
| 3M | +33.8% | +8.1% | +25.7% | +30.3% |
| 6M | -7.2% | +35.6% | -42.8% | -14.8% |
| YTD | -25.6% | +28.8% | -54.4% | -31.1% |
| 1Y | -11.2% | +39.8% | -51.1% | -20.1% |
| 3Y | +388.3% | +221.4% | +167.0% | +241.4% |
| All | +388.3% | +221.9% | +166.4% | +241.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXL.
Daily Out/Under-Performance
Portfolio return minus SPXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXL 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 SPXL 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