-42.6%
INTU vs INSM
+365.8%
-408.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.1% | -4.7% | -1.7% |
| 7D | -8.5% | +1.7% | -10.2% | -8.5% |
| 30D | -6.1% | -4.4% | -1.7% | -5.9% |
| 3M | +7.3% | +30.0% | -22.7% | +5.3% |
| 6M | -33.2% | -10.0% | -23.2% | -33.3% |
| YTD | -52.2% | -26.0% | -26.2% | -51.6% |
| 1Y | -52.7% | -12.5% | -40.2% | -52.9% |
| 3Y | -41.6% | +390.5% | -432.1% | -50.6% |
| 5Y | -42.6% | +357.7% | -400.4% | -54.5% |
| All | -42.6% | +365.8% | -408.5% | -54.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling