+833.7%
INSM vs ITW
+194.8%
+638.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.0% |
| 7D | +2.5% | -0.7% | +3.2% | +2.9% |
| 30D | -2.2% | -8.3% | +6.2% | +2.8% |
| 3M | +33.8% | +6.0% | +27.8% | +27.9% |
| 6M | -7.2% | 0.0% | -7.2% | -8.0% |
| YTD | -25.6% | +10.2% | -35.9% | -30.9% |
| 1Y | -11.2% | +3.2% | -14.5% | -14.5% |
| 3Y | +388.3% | +21.0% | +367.4% | +314.1% |
| 5Y | +376.6% | +37.9% | +338.7% | +257.5% |
| All | +833.7% | +194.8% | +638.9% | +329.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling