+513.3%
XRT vs INSM
+689.3%
-176.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.0% |
| 7D | +0.8% | +6.5% | -5.7% | +0.4% |
| 30D | -4.2% | +27.5% | -31.7% | -6.2% |
| 3M | +5.1% | +20.4% | -15.3% | +3.1% |
| 6M | +2.4% | -15.7% | +18.2% | +2.7% |
| YTD | +3.2% | -27.4% | +30.6% | +4.5% |
| 1Y | +1.5% | -11.4% | +12.9% | +1.0% |
| 3Y | +40.6% | +457.8% | -417.3% | +17.2% |
| 5Y | -1.0% | +343.0% | -344.0% | -17.1% |
| 10Y | +128.4% | +848.1% | -719.7% | +71.1% |
| All | +513.3% | +689.3% | -176.0% | +300.0% |
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