+83.3%
SPYM vs INSM
+375.8%
-292.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.5% |
| 7D | -1.0% | +2.5% | -3.5% | -1.2% |
| 30D | -1.3% | -2.2% | +0.8% | -1.3% |
| 3M | +3.6% | +33.8% | -30.2% | +1.7% |
| 6M | +13.3% | -7.2% | +20.5% | +13.1% |
| YTD | +12.4% | -25.6% | +38.1% | +13.4% |
| 1Y | +17.3% | -11.2% | +28.5% | +16.9% |
| 3Y | +76.8% | +388.3% | -311.6% | +58.9% |
| All | +83.3% | +375.8% | -292.5% | +57.2% |
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