+8,229.2%
QLD vs INSM
+715.9%
+7,513.3%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.1% | +3.6% | +4.5% |
| 7D | -1.2% | +9.8% | -11.0% | -2.4% |
| 30D | -15.7% | +22.5% | -38.2% | -18.2% |
| 3M | -10.0% | -8.9% | -1.1% | -9.3% |
| 6M | -11.2% | +16.2% | -27.4% | -14.3% |
| YTD | +16.4% | -30.6% | +47.0% | +19.5% |
| 1Y | +12.7% | -37.7% | +50.3% | +17.1% |
| 3Y | +152.3% | +408.4% | -256.1% | +79.2% |
| 5Y | +91.8% | +279.6% | -187.8% | +40.3% |
| 10Y | +1,520.2% | +735.6% | +784.6% | +873.7% |
| All | +8,229.2% | +715.9% | +7,513.3% | +3,609.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling