-6.1%
RDW vs INSM
+375.8%
-381.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.7% | -4.0% | -2.6% |
| 7D | +0.9% | +2.5% | -1.6% | +0.4% |
| 30D | -21.3% | -2.2% | -19.1% | -21.1% |
| 3M | -37.9% | +33.8% | -71.7% | -41.2% |
| 6M | +12.3% | -7.2% | +19.4% | +11.6% |
| YTD | +39.7% | -25.6% | +65.4% | +44.1% |
| 1Y | +25.7% | -11.2% | +36.9% | +24.8% |
| 3Y | +230.8% | +388.3% | -157.5% | +147.6% |
| All | -6.1% | +375.8% | -381.9% | -31.1% |
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