+164.2%
XLB vs INSM
+729.9%
-565.7%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.6% | -2.8% | -0.4% |
| 7D | +0.5% | +5.9% | -5.4% | +0.2% |
| 30D | +5.2% | +23.9% | -18.7% | +3.7% |
| 3M | +0.3% | -4.1% | +4.4% | +0.4% |
| 6M | +1.2% | +2.7% | -1.5% | +0.4% |
| YTD | +16.6% | -30.4% | +47.0% | +18.1% |
| 1Y | +21.4% | -36.6% | +58.0% | +23.5% |
| 3Y | +43.2% | +406.9% | -363.7% | +23.4% |
| 5Y | +28.0% | +280.3% | -252.2% | +10.7% |
| All | +164.2% | +729.9% | -565.7% | +119.2% |
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