+367.9%
INSM vs ITOT
+74.3%
+293.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.8% | +0.8% |
| 7D | +2.5% | -0.9% | +3.4% | +3.4% |
| 30D | -2.2% | -1.5% | -0.7% | -0.8% |
| 3M | +33.8% | +3.6% | +30.2% | +28.5% |
| 6M | -7.2% | +13.7% | -20.9% | -18.6% |
| YTD | -25.6% | +12.9% | -38.6% | -34.5% |
| 1Y | -11.2% | +17.2% | -28.4% | -25.2% |
| 3Y | +388.3% | +75.6% | +312.7% | +159.3% |
| All | +367.9% | +74.3% | +293.6% | +162.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 5y: compounded portfolio wealth divided by compounded ITOT 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…
5y analysis · Full analysis span regression · 6 months rolling