+121.0%
QLD vs INSM
+343.1%
-222.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | +0.6% | +6.5% | -6.0% | -0.3% |
| 30D | -0.1% | +27.5% | -27.7% | -4.2% |
| 3M | -8.4% | +20.4% | -28.7% | -11.4% |
| 6M | +32.2% | -15.7% | +47.9% | +33.1% |
| YTD | +28.9% | -27.4% | +56.3% | +32.3% |
| 1Y | +43.8% | -11.4% | +55.2% | +42.4% |
| 3Y | +176.6% | +457.8% | -281.2% | +90.9% |
| All | +121.0% | +343.1% | -222.1% | +53.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling