+1,056.4%
INSM vs SPXU
-100.0%
+1,156.4%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -0.3% |
| 7D | +2.8% | -1.5% | +4.3% | +2.2% |
| 30D | -4.7% | +3.7% | -8.5% | -3.1% |
| 3M | +32.6% | -9.6% | +42.2% | +27.5% |
| 6M | -10.9% | -32.4% | +21.5% | -23.6% |
| YTD | -28.2% | -28.7% | +0.4% | -36.8% |
| 1Y | -14.9% | -38.2% | +23.4% | -29.4% |
| 3Y | +375.6% | -80.4% | +456.0% | +159.6% |
| 5Y | +349.1% | -86.0% | +435.1% | +159.7% |
| 10Y | +796.6% | -99.5% | +896.1% | +74.6% |
| All | +1,056.4% | -100.0% | +1,156.4% | -40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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