+1,418.0%
QLD vs INSM
+803.5%
+614.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.5% | +5.3% | +6.6% |
| 7D | -1.4% | +6.2% | -7.6% | -2.3% |
| 30D | -19.6% | +15.4% | -35.0% | -21.6% |
| 3M | -14.1% | -11.4% | -2.7% | -12.9% |
| 6M | -13.6% | +14.6% | -28.2% | -16.9% |
| YTD | +12.5% | -33.3% | +45.8% | +16.8% |
| 1Y | +13.1% | -38.8% | +51.9% | +18.6% |
| 3Y | +154.7% | +395.7% | -241.0% | +72.5% |
| 5Y | +81.1% | +258.9% | -177.8% | +27.2% |
| 10Y | +1,418.0% | +754.3% | +663.7% | +879.0% |
| All | +1,418.0% | +803.5% | +614.5% | +879.0% |
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