+1,946.1%
INTU vs INSM
-24.3%
+1,970.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.2% | +0.3% |
| 7D | +0.1% | +5.9% | -5.8% | -0.2% |
| 30D | +10.1% | +23.9% | -13.8% | +8.8% |
| 3M | -4.2% | -4.1% | -0.1% | -4.1% |
| 6M | -7.2% | +2.7% | -9.9% | -7.9% |
| YTD | -47.7% | -30.4% | -17.3% | -47.3% |
| 1Y | -46.7% | -36.6% | -10.1% | -46.1% |
| 3Y | -34.1% | +406.9% | -441.0% | -42.1% |
| 5Y | -43.3% | +280.3% | -323.6% | -49.9% |
| 10Y | +232.6% | +738.5% | -505.9% | +173.2% |
| All | +1,946.1% | -24.3% | +1,970.4% | +1,523.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling