+127.9%
UAL vs INSM
+254.2%
-126.2%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.5% | +5.3% | +6.7% |
| 7D | +10.2% | +6.2% | +4.0% | +9.7% |
| 30D | +12.0% | +15.4% | -3.4% | +10.7% |
| 3M | -7.1% | -11.4% | +4.4% | -6.4% |
| 6M | +20.9% | +14.6% | +6.3% | +18.7% |
| YTD | +7.7% | -33.3% | +40.9% | +9.9% |
| 1Y | +23.6% | -38.8% | +62.4% | +26.8% |
| 3Y | +222.6% | +395.7% | -173.2% | +169.5% |
| 5Y | +127.9% | +258.9% | -130.9% | +106.0% |
| All | +127.9% | +254.2% | -126.2% | +106.0% |
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 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