+833.7%
INSM vs USFR
+28.1%
+805.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.5% |
| 7D | +2.5% | +0.1% | +2.3% | +2.2% |
| 30D | -2.2% | +0.4% | -2.5% | -3.0% |
| 3M | +33.8% | +1.0% | +32.8% | +30.8% |
| 6M | -7.2% | +2.0% | -9.2% | -11.2% |
| YTD | -25.6% | +2.8% | -28.4% | -30.2% |
| 1Y | -11.2% | +4.1% | -15.3% | -19.3% |
| 3Y | +388.3% | +14.1% | +374.2% | +261.5% |
| 5Y | +376.6% | +20.6% | +356.1% | +212.2% |
| All | +833.7% | +28.1% | +805.6% | +412.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 10y: compounded portfolio wealth divided by compounded USFR 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…
10y analysis · Full analysis span regression · 6 months rolling