+699.9%
IYR vs INSM
+4.1%
+695.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | 0.0% |
| 7D | -0.4% | +2.8% | -3.2% | -0.5% |
| 30D | -2.5% | -4.7% | +2.2% | -2.4% |
| 3M | +1.5% | +32.6% | -31.2% | 0.0% |
| 6M | +3.9% | -10.9% | +14.7% | +3.8% |
| YTD | +9.5% | -28.2% | +37.8% | +10.4% |
| 1Y | +7.5% | -14.9% | +22.3% | +7.3% |
| 3Y | +30.8% | +375.6% | -344.8% | +18.7% |
| 5Y | +4.8% | +349.1% | -344.3% | -5.5% |
| 10Y | +64.3% | +796.6% | -732.2% | +38.8% |
| All | +699.9% | +4.1% | +695.8% | +514.6% |
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