+55.0%
XOP vs INSM
+884.9%
-829.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.5% | -0.1% |
| 7D | +2.6% | +2.5% | +0.2% | +2.4% |
| 30D | +9.6% | -2.2% | +11.8% | +9.8% |
| 3M | +20.4% | +33.8% | -13.4% | +15.9% |
| 6M | +19.9% | -7.2% | +27.1% | +19.1% |
| YTD | +56.4% | -25.6% | +82.0% | +58.9% |
| 1Y | +52.4% | -11.2% | +63.7% | +51.1% |
| 3Y | +39.9% | +388.3% | -348.5% | +7.0% |
| 5Y | +163.7% | +376.6% | -212.9% | +95.9% |
| All | +55.0% | +884.9% | -829.8% | +8.5% |
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