+139.4%
QLD vs INSM
+359.5%
-220.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.2% | -2.6% | +2.3% |
| 7D | -10.3% | +1.6% | -11.9% | -10.4% |
| 30D | -26.1% | +12.5% | -38.5% | -26.6% |
| 3M | -17.8% | -13.7% | -4.1% | -17.2% |
| 6M | -15.6% | -16.5% | +1.0% | -15.3% |
| YTD | +5.4% | -34.3% | +39.6% | +7.0% |
| 1Y | +5.2% | -38.4% | +43.6% | +7.0% |
| 3Y | +139.4% | +379.9% | -240.5% | +132.4% |
| All | +139.4% | +359.5% | -220.0% | +132.4% |
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