+54.9%
SCHD vs INSM
+392.8%
-337.9%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | +0.4% |
| 7D | -2.0% | +2.5% | -4.4% | -2.0% |
| 30D | -0.4% | -2.2% | +1.8% | -0.4% |
| 3M | +5.7% | +33.8% | -28.1% | +5.2% |
| 6M | +11.9% | -7.2% | +19.0% | +11.8% |
| YTD | +26.4% | -25.6% | +52.1% | +26.7% |
| 1Y | +27.6% | -11.2% | +38.8% | +27.5% |
| 3Y | +54.9% | +388.3% | -333.4% | +54.0% |
| All | +54.9% | +392.8% | -337.9% | +54.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling