+66.9%
IYR vs INSM
+884.9%
-817.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.7% |
| 7D | -1.4% | +2.5% | -3.8% | -1.5% |
| 30D | -2.7% | -2.2% | -0.5% | -2.6% |
| 3M | -2.1% | +33.8% | -35.9% | -4.1% |
| 6M | +3.6% | -7.2% | +10.8% | +3.3% |
| YTD | +8.1% | -25.6% | +33.8% | +9.1% |
| 1Y | +4.7% | -11.2% | +16.0% | +4.3% |
| 3Y | +29.1% | +388.3% | -359.2% | +12.9% |
| 5Y | +6.9% | +376.6% | -369.7% | -8.0% |
| All | +66.9% | +884.9% | -817.9% | +37.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling