+636.6%
XLU vs INSM
-19.1%
+655.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.3% |
| 7D | -1.6% | +2.5% | -4.1% | -1.7% |
| 30D | -3.3% | -2.2% | -1.1% | -3.3% |
| 3M | -3.2% | +33.8% | -37.0% | -4.0% |
| 6M | -7.0% | -7.2% | +0.2% | -7.1% |
| YTD | +0.6% | -25.6% | +26.3% | +1.0% |
| 1Y | +2.4% | -11.2% | +13.7% | +2.3% |
| 3Y | +46.3% | +388.3% | -342.1% | +37.9% |
| 5Y | +44.0% | +376.6% | -332.7% | +34.9% |
| 10Y | +140.1% | +881.9% | -741.8% | +115.4% |
| All | +636.6% | -19.1% | +655.8% | +506.2% |
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 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