-15.1%
INSM vs SPYG
+553.6%
-568.7%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.3% | -0.5% |
| 7D | +0.5% | -1.8% | +2.3% | +2.0% |
| 30D | -4.0% | -1.9% | -2.1% | -2.6% |
| 3M | +38.5% | +5.2% | +33.4% | +32.1% |
| 6M | -11.5% | +15.6% | -27.1% | -21.8% |
| YTD | -26.9% | +12.4% | -39.3% | -34.1% |
| 1Y | -12.8% | +17.5% | -30.2% | -24.6% |
| 3Y | +384.7% | +98.1% | +286.6% | +168.0% |
| 5Y | +368.8% | +84.9% | +283.9% | +175.7% |
| 10Y | +865.7% | +417.7% | +448.0% | +184.0% |
| All | -15.1% | +553.6% | -568.7% | -78.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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