+216.5%
SLV vs INSM
+868.6%
-652.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.2% | -4.1% | -5.3% |
| 7D | -5.0% | +0.5% | -5.5% | -5.1% |
| 30D | -1.8% | -4.0% | +2.2% | -1.6% |
| 3M | -0.3% | +38.5% | -38.8% | -1.9% |
| 6M | -28.2% | -11.5% | -16.7% | -28.2% |
| YTD | -10.7% | -26.9% | +16.1% | -10.0% |
| 1Y | +53.7% | -12.8% | +66.5% | +53.7% |
| 3Y | +173.7% | +384.7% | -211.0% | +150.9% |
| 5Y | +161.5% | +368.8% | -207.3% | +137.8% |
| All | +216.5% | +868.6% | -652.2% | +180.6% |
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 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