-11.4%
INSM vs VXX
-51.1%
+39.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.2% |
| 7D | +6.5% | -3.5% | +10.0% | +6.0% |
| 30D | +27.5% | -13.6% | +41.1% | +25.0% |
| 3M | +20.4% | -24.6% | +45.0% | +16.1% |
| 6M | -15.7% | -39.9% | +24.1% | -21.5% |
| YTD | -27.4% | -33.1% | +5.6% | -32.0% |
| 1Y | -11.4% | -49.9% | +38.5% | -18.1% |
| All | -11.4% | -51.1% | +39.7% | -18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VXX.
Daily Out/Under-Performance
Portfolio return minus VXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXX 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 VXX 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