+478.6%
SOXL vs INSM
+392.8%
+85.8%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.7% | +3.6% | +5.0% |
| 7D | +3.9% | +2.5% | +1.4% | +3.5% |
| 30D | -14.3% | -2.2% | -12.1% | -14.1% |
| 3M | -45.6% | +33.8% | -79.4% | -48.5% |
| 6M | +117.2% | -7.2% | +124.4% | +116.9% |
| YTD | +189.8% | -25.6% | +215.5% | +198.2% |
| 1Y | +317.7% | -11.2% | +329.0% | +316.1% |
| 3Y | +478.6% | +388.3% | +90.3% | +400.3% |
| All | +478.6% | +392.8% | +85.8% | +400.3% |
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