+33.9%
USB vs INSM
-37.5%
+71.4%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.6% | -1.8% | +0.8% |
| 7D | +2.6% | +5.9% | -3.3% | +2.5% |
| 30D | +8.4% | +23.9% | -15.5% | +7.9% |
| 3M | -5.5% | -4.1% | -1.4% | -5.7% |
| 6M | +17.7% | +2.7% | +15.0% | +17.6% |
| YTD | +17.6% | -30.4% | +47.9% | +18.8% |
| 1Y | +33.9% | -36.6% | +70.4% | +35.8% |
| All | +33.9% | -37.5% | +71.4% | +35.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling