+538.9%
XRT vs INSM
+657.3%
-118.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.2% | +0.2% |
| 7D | +1.7% | +5.9% | -4.2% | +1.3% |
| 30D | +7.5% | +23.9% | -16.4% | +5.8% |
| 3M | +2.2% | -4.1% | +6.3% | +2.3% |
| 6M | +14.7% | +2.7% | +12.0% | +13.6% |
| YTD | +7.5% | -30.4% | +37.9% | +9.0% |
| 1Y | +14.1% | -36.6% | +50.7% | +16.3% |
| 3Y | +58.8% | +406.9% | -348.2% | +33.4% |
| 5Y | -3.9% | +280.3% | -284.2% | -18.7% |
| 10Y | +137.7% | +738.5% | -600.8% | +79.5% |
| All | +538.9% | +657.3% | -118.4% | +317.3% |
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