+367.9%
INSM vs ITUB
+186.2%
+181.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.6% |
| 7D | +2.5% | +2.2% | +0.3% | +1.9% |
| 30D | -2.2% | +12.6% | -14.8% | -5.0% |
| 3M | +33.8% | +6.4% | +27.4% | +31.4% |
| 6M | -7.2% | +0.6% | -7.8% | -7.6% |
| YTD | -25.6% | +18.8% | -44.5% | -28.6% |
| 1Y | -11.2% | +31.0% | -42.2% | -16.8% |
| 3Y | +388.3% | +118.1% | +270.3% | +305.0% |
| All | +367.9% | +186.2% | +181.7% | +263.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ITUB.
Daily Out/Under-Performance
Portfolio return minus ITUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITUB 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 ITUB 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