+367.9%
INSM vs SITM
+187.3%
+180.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.5% | -3.9% | +0.8% |
| 7D | +2.5% | +3.9% | -1.4% | +1.8% |
| 30D | -2.2% | -6.6% | +4.4% | -1.4% |
| 3M | +33.8% | -11.9% | +45.7% | +34.6% |
| 6M | -7.2% | +81.1% | -88.3% | -18.9% |
| YTD | -25.6% | +80.0% | -105.6% | -35.8% |
| 1Y | -11.2% | +145.8% | -157.1% | -28.7% |
| 3Y | +388.3% | +475.9% | -87.5% | +200.4% |
| All | +367.9% | +187.3% | +180.6% | +189.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling