+771.8%
XLB vs INSM
-21.1%
+792.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.3% |
| 7D | -1.4% | +6.5% | -7.9% | -1.7% |
| 30D | -0.4% | +27.5% | -27.9% | -1.9% |
| 3M | +2.0% | +20.4% | -18.4% | +0.7% |
| 6M | +1.8% | -15.7% | +17.6% | +2.1% |
| YTD | +16.6% | -27.4% | +44.0% | +17.6% |
| 1Y | +16.9% | -11.4% | +28.3% | +16.6% |
| 3Y | +32.6% | +457.8% | -425.3% | +17.0% |
| 5Y | +35.6% | +343.0% | -307.3% | +19.9% |
| 10Y | +160.0% | +848.1% | -688.1% | +111.2% |
| All | +771.8% | -21.1% | +792.8% | +496.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling