-11.4%
INSM vs ITW
+5.8%
-17.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.3% |
| 7D | +6.5% | -3.6% | +10.1% | +6.9% |
| 30D | +27.5% | -9.1% | +36.7% | +28.8% |
| 3M | +20.4% | +8.2% | +12.2% | +16.5% |
| 6M | -15.7% | -4.8% | -11.0% | -17.4% |
| YTD | -27.4% | +11.0% | -38.5% | -28.3% |
| 1Y | -11.4% | +4.2% | -15.6% | -9.8% |
| All | -11.4% | +5.8% | -17.2% | -9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 1y: compounded portfolio wealth divided by compounded ITW 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…
1y analysis · Full analysis span regression · 6 months rolling