+3,381.1%
INSM vs SPXL
+7,495.8%
-4,114.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.4% | +4.5% | +3.7% |
| 7D | +1.7% | -1.3% | +3.0% | +2.2% |
| 30D | -4.4% | -5.0% | +0.6% | -2.6% |
| 3M | +30.0% | +7.6% | +22.5% | +25.3% |
| 6M | -10.0% | +33.6% | -43.6% | -20.8% |
| YTD | -26.0% | +28.1% | -54.1% | -34.1% |
| 1Y | -12.5% | +43.6% | -56.1% | -26.3% |
| 3Y | +390.5% | +225.8% | +164.7% | +176.3% |
| 5Y | +357.7% | +140.1% | +217.7% | +168.0% |
| 10Y | +877.2% | +1,248.4% | -371.2% | +156.1% |
| All | +3,381.1% | +7,495.8% | -4,114.8% | +416.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling