+64.3%
XLF vs INSM
+375.8%
-311.5%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +7.6% |
| 6M | +16.3% | -7.2% | +23.5% | +16.1% |
| YTD | +5.4% | -25.6% | +31.1% | +6.2% |
| 1Y | +7.6% | -11.2% | +18.8% | +7.4% |
| 3Y | +74.2% | +388.3% | -314.1% | +61.4% |
| All | +64.3% | +375.8% | -311.5% | +45.8% |
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 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