+181.3%
XLE vs INSM
+841.5%
-660.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.1% | -2.3% | +0.6% |
| 7D | +0.3% | +1.7% | -1.4% | +0.2% |
| 30D | +8.5% | -4.4% | +12.9% | +8.8% |
| 3M | +14.6% | +30.0% | -15.4% | +11.9% |
| 6M | +17.6% | -10.0% | +27.6% | +17.3% |
| YTD | +48.1% | -26.0% | +74.1% | +49.9% |
| 1Y | +53.8% | -12.5% | +66.3% | +53.1% |
| 3Y | +56.2% | +390.5% | -334.3% | +29.9% |
| 5Y | +227.7% | +357.7% | -130.0% | +167.3% |
| 10Y | +181.3% | +877.2% | -695.9% | +115.3% |
| All | +181.3% | +841.5% | -660.2% | +115.3% |
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