+239.4%
INSM vs ITOT
+879.4%
-640.0%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.5% | -0.5% |
| 7D | +0.5% | -2.0% | +2.5% | +2.6% |
| 30D | -4.0% | -2.0% | -2.0% | -2.1% |
| 3M | +38.5% | +4.5% | +34.0% | +31.9% |
| 6M | -11.5% | +12.6% | -24.2% | -21.6% |
| YTD | -26.9% | +12.0% | -38.9% | -34.9% |
| 1Y | -12.8% | +17.3% | -30.0% | -26.2% |
| 3Y | +384.7% | +75.2% | +309.4% | +169.9% |
| 5Y | +368.8% | +74.0% | +294.8% | +166.9% |
| 10Y | +865.7% | +298.6% | +567.1% | +179.7% |
| All | +239.4% | +879.4% | -640.0% | -48.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling