+144.6%
INSP vs SPY
+227.1%
-82.6%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.4% |
| 7D | -4.5% | +2.6% | -7.1% | -7.7% |
| 30D | -10.2% | -2.0% | -8.3% | -8.1% |
| 3M | +5.0% | -2.8% | +7.8% | +8.5% |
| 6M | +45.8% | +2.1% | +43.6% | +41.3% |
| YTD | -33.8% | +11.5% | -45.2% | -43.1% |
| 1Y | -29.6% | +13.5% | -43.1% | -40.7% |
| 3Y | -51.2% | +77.7% | -128.9% | -77.8% |
| 5Y | -78.1% | +72.6% | -150.7% | -89.3% |
| All | +144.6% | +227.1% | -82.6% | -45.5% |
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