-26.9%
INSP vs SPY
+20.8%
-47.8%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.9% |
| 7D | +2.7% | +0.1% | +2.6% | +2.5% |
| 30D | +5.0% | +0.1% | +4.9% | +4.9% |
| 3M | +49.5% | +2.0% | +47.5% | +47.3% |
| 6M | -1.9% | +13.0% | -14.9% | -13.2% |
| YTD | -31.6% | +13.5% | -45.2% | -40.0% |
| 1Y | -26.9% | +20.0% | -46.9% | -43.3% |
| All | -26.9% | +20.8% | -47.8% | -43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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