+833.7%
INSM vs XHB
+215.4%
+618.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +0.7% |
| 7D | +2.5% | -4.6% | +7.1% | +5.6% |
| 30D | -2.2% | -9.1% | +7.0% | +3.9% |
| 3M | +33.8% | -8.6% | +42.4% | +39.5% |
| 6M | -7.2% | -4.0% | -3.1% | -6.3% |
| YTD | -25.6% | -3.9% | -21.7% | -25.5% |
| 1Y | -11.2% | -16.5% | +5.2% | -3.1% |
| 3Y | +388.3% | +22.6% | +365.8% | +273.2% |
| 5Y | +376.6% | +33.9% | +342.7% | +226.8% |
| All | +833.7% | +215.4% | +618.3% | +150.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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