+709.2%
ONDS vs INSM
+384.7%
+324.5%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.6% | -0.5% |
| 7D | -5.0% | +0.5% | -5.5% | -5.0% |
| 30D | -25.6% | -4.0% | -21.6% | -25.3% |
| 3M | -22.1% | +38.5% | -60.7% | -24.1% |
| 6M | -27.6% | -11.5% | -16.1% | -27.4% |
| YTD | -25.7% | -26.9% | +1.2% | -24.8% |
| 1Y | +30.4% | -12.8% | +43.2% | +30.8% |
| All | +709.2% | +384.7% | +324.5% | +688.3% |
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 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