-10.6%
BITO vs INSM
+386.1%
-396.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.1% |
| 7D | -3.4% | +2.5% | -5.9% | -3.7% |
| 30D | +21.4% | -2.2% | +23.6% | +21.6% |
| 3M | +20.5% | +33.8% | -13.3% | +16.8% |
| 6M | +7.4% | -7.2% | +14.5% | +7.0% |
| YTD | -13.9% | -25.6% | +11.8% | -12.6% |
| 1Y | -35.1% | -11.2% | -23.8% | -35.4% |
| 3Y | +156.8% | +388.3% | -231.5% | +115.8% |
| All | -10.6% | +386.1% | -396.7% | -28.7% |
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