+32.5%
XLB vs INSM
+390.5%
-357.9%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.1% | -4.2% | -1.1% |
| 7D | -2.9% | +1.7% | -4.7% | -3.0% |
| 30D | -3.4% | -4.4% | +1.0% | -3.3% |
| 3M | +1.6% | +30.0% | -28.4% | +0.9% |
| 6M | +3.6% | -10.0% | +13.7% | +3.6% |
| YTD | +14.2% | -26.0% | +40.2% | +14.5% |
| 1Y | +15.6% | -12.5% | +28.1% | +15.5% |
| All | +32.5% | +390.5% | -357.9% | +30.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling