+302.3%
NEM vs INSM
+884.9%
-582.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.1% | +0.5% |
| 7D | -1.0% | +2.5% | -3.5% | -1.1% |
| 30D | +7.8% | -2.2% | +10.0% | +7.9% |
| 3M | +30.2% | +33.8% | -3.6% | +28.8% |
| 6M | +9.6% | -7.2% | +16.8% | +9.5% |
| YTD | +27.8% | -25.6% | +53.5% | +28.4% |
| 1Y | +60.7% | -11.2% | +71.9% | +60.5% |
| 3Y | +245.3% | +388.3% | -143.0% | +227.6% |
| 5Y | +155.3% | +376.6% | -221.3% | +140.6% |
| All | +302.3% | +884.9% | -582.5% | +276.0% |
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