+172.7%
INSP vs SPY
+227.8%
-55.1%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.6% | +3.1% | +3.2% |
| 7D | +9.6% | -2.0% | +11.6% | +12.4% |
| 30D | +15.2% | -1.7% | +16.9% | +17.6% |
| 3M | +61.1% | +4.7% | +56.4% | +51.6% |
| 6M | +14.6% | +12.5% | +2.1% | -2.4% |
| YTD | -26.1% | +11.7% | -37.9% | -36.5% |
| 1Y | -13.5% | +17.5% | -31.0% | -30.3% |
| 3Y | -69.7% | +76.6% | -146.2% | -86.0% |
| 5Y | -71.3% | +82.0% | -153.3% | -86.9% |
| All | +172.7% | +227.8% | -55.1% | -39.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling