+354.8%
XLF vs INSM
-19.5%
+374.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.1% | -3.5% | -0.6% |
| 7D | -1.0% | +1.7% | -2.8% | -1.1% |
| 30D | -1.3% | -4.4% | +3.1% | -1.1% |
| 3M | +9.1% | +30.0% | -20.9% | +7.4% |
| 6M | +14.4% | -10.0% | +24.4% | +14.2% |
| YTD | +5.1% | -26.0% | +31.1% | +5.9% |
| 1Y | +8.6% | -12.5% | +21.1% | +8.3% |
| 3Y | +74.4% | +390.5% | -316.0% | +54.8% |
| 5Y | +64.4% | +357.7% | -293.4% | +44.7% |
| 10Y | +251.6% | +877.2% | -625.6% | +184.4% |
| All | +354.8% | -19.5% | +374.3% | +223.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling