+179.2%
XLE vs INSM
+729.9%
-550.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.6% | -1.6% | +0.8% |
| 7D | +5.4% | +5.9% | -0.5% | +5.0% |
| 30D | -3.9% | +23.9% | -27.8% | -5.6% |
| 3M | +7.0% | -4.1% | +11.1% | +7.1% |
| 6M | +14.2% | +2.7% | +11.5% | +13.1% |
| YTD | +48.2% | -30.4% | +78.6% | +50.3% |
| 1Y | +47.7% | -36.6% | +84.2% | +50.7% |
| 3Y | +70.0% | +406.9% | -336.9% | +40.3% |
| 5Y | +169.1% | +280.3% | -111.1% | +123.2% |
| All | +179.2% | +729.9% | -550.7% | +114.8% |
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 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