+558.6%
QQQ vs INSM
+884.9%
-326.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | +0.7% |
| 7D | -0.6% | +2.5% | -3.0% | -0.8% |
| 30D | -1.2% | -2.2% | +1.0% | -1.1% |
| 3M | -0.2% | +33.8% | -34.0% | -3.0% |
| 6M | +17.9% | -7.2% | +25.1% | +17.4% |
| YTD | +16.6% | -25.6% | +42.3% | +18.1% |
| 1Y | +23.0% | -11.2% | +34.2% | +22.3% |
| 3Y | +92.9% | +388.3% | -295.4% | +60.0% |
| 5Y | +95.6% | +376.6% | -281.0% | +59.1% |
| All | +558.6% | +884.9% | -326.3% | +411.5% |
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