-100.0%
SQQQ vs INSM
+1,497.7%
-1,597.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.7% | -4.3% | -2.2% |
| 7D | +1.8% | +2.5% | -0.7% | +2.4% |
| 30D | +4.2% | -2.2% | +6.3% | +3.7% |
| 3M | -3.3% | +33.8% | -37.1% | +4.6% |
| 6M | -43.6% | -7.2% | -36.5% | -43.0% |
| YTD | -41.9% | -25.6% | -16.2% | -44.1% |
| 1Y | -50.6% | -11.2% | -39.4% | -50.1% |
| 3Y | -89.3% | +388.3% | -477.6% | -81.5% |
| 5Y | -94.8% | +376.6% | -471.4% | -89.5% |
| 10Y | -100.0% | +881.9% | -981.8% | -99.9% |
| All | -100.0% | +1,497.7% | -1,597.7% | -100.0% |
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 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