-11.4%
INSM vs SITM
+174.8%
-186.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.5% | -6.9% | -0.8% |
| 7D | +6.5% | +9.7% | -3.2% | +5.8% |
| 30D | +27.5% | +12.7% | +14.8% | +26.4% |
| 3M | +20.4% | -13.4% | +33.8% | +17.4% |
| 6M | -15.7% | +59.6% | -75.4% | -18.1% |
| YTD | -27.4% | +73.3% | -100.7% | -29.7% |
| 1Y | -11.4% | +165.5% | -176.9% | -16.1% |
| All | -11.4% | +174.8% | -186.2% | -16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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