+253.9%
XLI vs INSM
+884.9%
-631.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +1.0% |
| 7D | -1.7% | +2.5% | -4.1% | -1.8% |
| 30D | -7.3% | -2.2% | -5.1% | -7.2% |
| 3M | -1.3% | +33.8% | -35.1% | -3.5% |
| 6M | +2.2% | -7.2% | +9.4% | +1.9% |
| YTD | +11.7% | -25.6% | +37.4% | +12.8% |
| 1Y | +14.3% | -11.2% | +25.5% | +13.8% |
| 3Y | +70.3% | +388.3% | -318.0% | +47.5% |
| 5Y | +82.3% | +376.6% | -294.3% | +55.0% |
| All | +253.9% | +884.9% | -631.0% | +184.6% |
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