+1,542.6%
QLD vs INSM
+708.7%
+833.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | -0.3% |
| 7D | +12.5% | +8.6% | +3.9% | +11.1% |
| 30D | -15.7% | +22.0% | -37.7% | -18.5% |
| 3M | -11.9% | -10.7% | -1.2% | -10.8% |
| 6M | -10.3% | +1.8% | -12.1% | -11.9% |
| YTD | +15.6% | -32.2% | +47.8% | +19.6% |
| 1Y | +12.1% | -39.3% | +51.4% | +17.7% |
| 3Y | +150.7% | +397.1% | -246.5% | +69.6% |
| 5Y | +86.6% | +270.6% | -184.0% | +30.2% |
| All | +1,542.6% | +708.7% | +833.9% | +967.0% |
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