-51.8%
INTU vs INSM
-14.1%
-37.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.5% |
| 7D | -9.2% | +0.5% | -9.6% | -9.1% |
| 30D | -7.0% | -4.0% | -3.0% | -7.4% |
| 3M | +10.5% | +38.5% | -28.0% | +15.4% |
| 6M | -30.6% | -11.5% | -19.1% | -30.3% |
| YTD | -52.3% | -26.9% | -25.5% | -52.4% |
| 1Y | -51.8% | -12.8% | -39.0% | -50.9% |
| All | -51.8% | -14.1% | -37.7% | -50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside INSM.
Daily Out/Under-Performance
Portfolio return minus INSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INSM 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 INSM 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