+1,802.9%
TER vs INSM
+868.6%
+934.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.2% | -2.3% | -3.4% |
| 7D | +9.4% | +0.5% | +8.9% | +9.3% |
| 30D | -2.4% | -4.0% | +1.6% | -2.0% |
| 3M | +6.5% | +38.5% | -32.0% | +1.9% |
| 6M | +23.2% | -11.5% | +34.7% | +23.4% |
| YTD | +91.5% | -26.9% | +118.3% | +95.6% |
| 1Y | +214.8% | -12.8% | +227.6% | +213.9% |
| 3Y | +275.3% | +384.7% | -109.4% | +192.0% |
| 5Y | +211.9% | +368.8% | -156.9% | +137.8% |
| All | +1,802.9% | +868.6% | +934.3% | +1,281.6% |
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