+100.0%
UAL vs INSM
+868.6%
-768.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.5% |
| 7D | -2.0% | +0.5% | -2.5% | -2.0% |
| 30D | -15.7% | -4.0% | -11.7% | -15.4% |
| 3M | +3.6% | +38.5% | -34.9% | -0.3% |
| 6M | +16.9% | -11.5% | +28.4% | +16.8% |
| YTD | -4.8% | -26.9% | +22.1% | -3.2% |
| 1Y | -0.9% | -12.8% | +11.8% | -1.4% |
| 3Y | +124.5% | +384.7% | -260.2% | +79.1% |
| 5Y | +140.2% | +368.8% | -228.6% | +87.6% |
| All | +100.0% | +868.6% | -768.7% | +49.0% |
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 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