-22.9%
INSM vs ITW
+1,512.6%
-1,535.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.6% | -1.4% |
| 7D | +0.5% | -2.4% | +2.8% | +1.6% |
| 30D | -4.0% | -9.5% | +5.5% | +0.8% |
| 3M | +38.5% | +6.6% | +31.9% | +33.1% |
| 6M | -11.5% | -1.8% | -9.8% | -11.3% |
| YTD | -26.9% | +9.0% | -35.9% | -30.7% |
| 1Y | -12.8% | +3.6% | -16.3% | -15.5% |
| 3Y | +384.7% | +19.4% | +365.3% | +328.9% |
| 5Y | +368.8% | +36.4% | +332.4% | +281.3% |
| 10Y | +865.7% | +190.0% | +675.7% | +440.9% |
| All | -22.9% | +1,512.6% | -1,535.4% | -80.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling