+1,646.5%
QLD vs INSM
+801.7%
+844.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | 0.0% |
| 7D | +3.0% | +2.8% | +0.2% | +2.5% |
| 30D | -1.8% | -4.7% | +2.9% | -1.2% |
| 3M | -1.8% | +32.6% | -34.4% | -7.2% |
| 6M | +36.9% | -10.9% | +47.8% | +36.5% |
| YTD | +28.7% | -28.2% | +56.9% | +32.6% |
| 1Y | +41.9% | -14.9% | +56.7% | +41.1% |
| 3Y | +184.2% | +375.6% | -191.4% | +94.8% |
| 5Y | +122.1% | +349.1% | -227.0% | +50.2% |
| 10Y | +1,646.5% | +796.6% | +849.9% | +1,006.0% |
| All | +1,646.5% | +801.7% | +844.7% | +1,006.0% |
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