+248.8%
XLF vs INSM
+884.9%
-636.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | +0.6% |
| 7D | -1.5% | +2.5% | -3.9% | -1.6% |
| 30D | -1.2% | -2.2% | +1.0% | -1.1% |
| 3M | +9.2% | +33.8% | -24.6% | +6.8% |
| 6M | +16.3% | -7.2% | +23.5% | +15.9% |
| YTD | +5.4% | -25.6% | +31.1% | +6.5% |
| 1Y | +7.6% | -11.2% | +18.8% | +7.2% |
| 3Y | +74.2% | +388.3% | -314.1% | +50.2% |
| 5Y | +66.1% | +376.6% | -310.5% | +40.6% |
| All | +248.8% | +884.9% | -636.0% | +182.4% |
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