-11.4%
INSM vs VSXY
+224.6%
-236.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -2.9% | -0.5% |
| 7D | +6.5% | -14.0% | +20.5% | +7.4% |
| 30D | +27.5% | -15.9% | +43.5% | +28.8% |
| 3M | +20.4% | +3.4% | +17.0% | +20.3% |
| 6M | -15.7% | +25.9% | -41.7% | -18.8% |
| YTD | -27.4% | +39.5% | -66.9% | -28.8% |
| 1Y | -11.4% | +194.4% | -205.7% | -9.5% |
| All | -11.4% | +224.6% | -236.0% | -9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 1y: compounded portfolio wealth divided by compounded VSXY 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…
1y analysis · Full analysis span regression · 6 months rolling