-10.0%
LOW vs INSM
+384.7%
-394.7%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -1.0% |
| 7D | -2.6% | +0.5% | -3.1% | -2.6% |
| 30D | -11.1% | -4.0% | -7.2% | -11.1% |
| 3M | -8.5% | +38.5% | -47.0% | -9.2% |
| 6M | -20.8% | -11.5% | -9.3% | -20.8% |
| YTD | -17.2% | -26.9% | +9.7% | -16.9% |
| 1Y | -24.7% | -12.8% | -12.0% | -24.7% |
| All | -10.0% | +384.7% | -394.7% | -12.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling