+833.7%
INSM vs UVXY
-100.0%
+933.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -6.8% | +8.5% | +0.6% |
| 7D | +2.5% | +2.8% | -0.3% | +3.0% |
| 30D | -2.2% | -11.4% | +9.2% | -3.8% |
| 3M | +33.8% | -41.5% | +75.3% | +23.9% |
| 6M | -7.2% | -61.0% | +53.9% | -17.7% |
| YTD | -25.6% | -49.8% | +24.2% | -30.4% |
| 1Y | -11.2% | -66.4% | +55.2% | -20.9% |
| 3Y | +388.3% | -94.8% | +483.1% | +292.2% |
| 5Y | +376.6% | -99.7% | +476.3% | +180.2% |
| All | +833.7% | -100.0% | +933.7% | +227.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UVXY.
Daily Out/Under-Performance
Portfolio return minus UVXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UVXY 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 UVXY 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