+2,876.9%
TQQQ vs INSM
+884.9%
+1,992.1%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.7% | +0.9% | +2.2% |
| 7D | -1.9% | +2.5% | -4.4% | -2.5% |
| 30D | -4.9% | -2.2% | -2.7% | -4.5% |
| 3M | -6.4% | +33.8% | -40.2% | -14.2% |
| 6M | +44.4% | -7.2% | +51.6% | +42.4% |
| YTD | +35.2% | -25.6% | +60.8% | +40.0% |
| 1Y | +49.5% | -11.2% | +60.7% | +46.6% |
| 3Y | +250.7% | +388.3% | -137.6% | +98.1% |
| 5Y | +104.7% | +376.6% | -271.9% | +15.5% |
| All | +2,876.9% | +884.9% | +1,992.1% | +1,499.1% |
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