+186.9%
LQD vs INSM
+765.9%
-579.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.9% |
| 7D | -1.1% | +0.5% | -1.6% | -1.1% |
| 30D | -1.1% | -4.0% | +2.9% | -1.1% |
| 3M | -2.3% | +38.5% | -40.9% | -2.4% |
| 6M | -2.9% | -11.5% | +8.6% | -2.9% |
| YTD | -2.3% | -26.9% | +24.6% | -2.3% |
| 1Y | -2.2% | -12.8% | +10.6% | -2.2% |
| 3Y | +14.0% | +384.7% | -370.7% | +13.5% |
| 5Y | -5.8% | +368.8% | -374.6% | -6.3% |
| 10Y | +22.2% | +865.7% | -843.5% | +21.8% |
| All | +186.9% | +765.9% | -579.0% | +188.8% |
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 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