+146.0%
QLD vs INSM
+416.0%
-270.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.6% | -5.1% | -2.6% |
| 7D | +7.0% | +5.9% | +1.1% | +6.7% |
| 30D | -14.3% | +23.9% | -38.2% | -15.4% |
| 3M | -16.0% | -4.1% | -11.9% | -15.9% |
| 6M | -14.2% | +2.7% | -16.9% | -14.8% |
| YTD | +12.8% | -30.4% | +43.1% | +14.1% |
| 1Y | +14.1% | -36.6% | +50.6% | +15.8% |
| 3Y | +146.0% | +406.9% | -261.0% | +141.8% |
| All | +146.0% | +416.0% | -270.1% | +141.8% |
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