-2.6%
XRT vs INSM
+352.6%
-355.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.7% |
| 7D | -3.6% | +0.5% | -4.0% | -3.6% |
| 30D | -6.7% | -4.0% | -2.7% | -6.5% |
| 3M | -1.4% | +38.5% | -39.9% | -4.1% |
| 6M | +1.7% | -11.5% | +13.2% | +1.8% |
| YTD | -1.5% | -26.9% | +25.4% | -0.1% |
| 1Y | -2.5% | -12.8% | +10.3% | -2.8% |
| 3Y | +39.9% | +384.7% | -344.8% | +18.5% |
| 5Y | -2.6% | +368.8% | -371.4% | -21.9% |
| All | -2.6% | +352.6% | -355.3% | -21.9% |
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