+284.0%
FITB vs INSM
+884.9%
-600.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.1% | +0.4% |
| 7D | -0.3% | +2.5% | -2.7% | -0.5% |
| 30D | -5.7% | -2.2% | -3.5% | -5.5% |
| 3M | +3.2% | +33.8% | -30.6% | -0.1% |
| 6M | +23.4% | -7.2% | +30.6% | +22.8% |
| YTD | +18.8% | -25.6% | +44.4% | +20.4% |
| 1Y | +25.0% | -11.2% | +36.2% | +24.2% |
| 3Y | +131.2% | +388.3% | -257.1% | +85.7% |
| 5Y | +70.7% | +376.6% | -306.0% | +33.8% |
| All | +284.0% | +884.9% | -600.8% | +182.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling