-15.2%
RDW vs INSM
-40.5%
+25.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.8% | -1.1% | -18.7% | -19.6% |
| 7D | -32.4% | -2.5% | -29.9% | -32.0% |
| 30D | -41.7% | +3.4% | -45.1% | -42.3% |
| 3M | -42.3% | +9.8% | -52.1% | -44.2% |
| 6M | -28.8% | -22.0% | -6.8% | -26.5% |
| YTD | -18.6% | -37.5% | +19.0% | -14.7% |
| 1Y | -15.2% | -41.8% | +26.6% | -21.4% |
| All | -15.2% | -40.5% | +25.3% | -21.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling