+2.5%
IYR vs INSM
-7.8%
+10.3%
-6.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.1% | -4.2% | -1.1% |
| 7D | -0.9% | +1.7% | -2.6% | -0.9% |
| 30D | -2.4% | -4.4% | +2.1% | -2.3% |
| 3M | -2.0% | +30.0% | -32.1% | -2.5% |
| 6M | +2.5% | -10.0% | +12.5% | +3.3% |
| All | +2.5% | -7.8% | +10.3% | +3.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling