+225.7%
XLE vs INSM
+342.6%
-116.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.1% |
| 7D | 0.0% | +2.8% | -2.8% | -0.1% |
| 30D | +12.6% | -4.7% | +17.4% | +12.8% |
| 3M | +11.8% | +32.6% | -20.8% | +10.4% |
| 6M | +16.1% | -10.9% | +27.0% | +16.0% |
| YTD | +46.9% | -28.2% | +75.1% | +48.0% |
| 1Y | +53.3% | -14.9% | +68.1% | +53.1% |
| 3Y | +54.9% | +375.6% | -320.7% | +43.2% |
| 5Y | +225.7% | +349.1% | -123.4% | +195.2% |
| All | +225.7% | +342.6% | -116.9% | +195.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling