+149.4%
FITB vs INSM
-21.9%
+171.3%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.5% | -0.6% |
| 7D | +2.8% | +2.8% | 0.0% | +2.7% |
| 30D | -4.5% | -4.7% | +0.2% | -4.3% |
| 3M | +5.7% | +32.6% | -27.0% | +3.5% |
| 6M | +17.1% | -10.9% | +28.0% | +17.0% |
| YTD | +18.3% | -28.2% | +46.6% | +19.6% |
| 1Y | +23.9% | -14.9% | +38.7% | +23.7% |
| 3Y | +131.1% | +375.6% | -244.5% | +102.1% |
| 5Y | +71.1% | +349.1% | -278.0% | +48.3% |
| 10Y | +283.9% | +796.6% | -512.7% | +208.3% |
| All | +149.4% | -21.9% | +171.3% | +87.0% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling