+19,165.6%
SOXL vs INSM
+926.5%
+18,239.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -1.2% | -6.9% | -7.7% |
| 7D | +8.5% | +0.5% | +8.0% | +8.3% |
| 30D | -13.0% | -4.0% | -9.0% | -12.0% |
| 3M | -35.9% | +38.5% | -74.4% | -43.1% |
| 6M | +112.1% | -11.5% | +123.6% | +113.7% |
| YTD | +175.4% | -26.9% | +202.3% | +192.8% |
| 1Y | +304.9% | -12.8% | +317.7% | +302.7% |
| 3Y | +448.6% | +384.7% | +63.9% | +175.2% |
| 5Y | +156.1% | +368.8% | -212.7% | +32.3% |
| 10Y | +4,957.3% | +865.7% | +4,091.6% | +1,859.3% |
| All | +19,165.6% | +926.5% | +18,239.1% | +6,878.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling