+329.3%
INSM vs ITUB
+1,902.7%
-1,573.4%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.8% | +5.9% | +3.8% |
| 7D | +1.7% | 0.0% | +1.7% | +1.7% |
| 30D | -4.4% | +2.6% | -7.0% | -5.0% |
| 3M | +30.0% | +8.4% | +21.6% | +27.4% |
| 6M | -10.0% | -0.5% | -9.5% | -10.0% |
| YTD | -26.0% | +15.3% | -41.3% | -28.6% |
| 1Y | -12.5% | +28.7% | -41.2% | -17.9% |
| 3Y | +390.5% | +118.7% | +271.8% | +303.8% |
| 5Y | +357.7% | +182.7% | +175.0% | +246.8% |
| 10Y | +877.2% | +207.6% | +669.6% | +586.7% |
| All | +329.3% | +1,902.7% | -1,573.4% | +154.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling