+541.3%
INSM vs SITM
+4,789.7%
-4,248.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.5% | -3.9% | +0.7% |
| 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% | +34.9% |
| 6M | -7.2% | +81.1% | -88.3% | -20.0% |
| YTD | -25.6% | +80.0% | -105.6% | -36.7% |
| 1Y | -11.2% | +145.8% | -157.1% | -30.0% |
| 3Y | +388.3% | +475.9% | -87.5% | +194.1% |
| 5Y | +376.6% | +189.2% | +187.4% | +197.7% |
| All | +541.3% | +4,789.7% | -4,248.4% | +118.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling