+54.3%
VXUS vs INSM
+365.8%
-311.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.1% | -3.9% | -0.9% |
| 7D | +0.3% | +1.7% | -1.4% | +0.2% |
| 30D | +0.7% | -4.4% | +5.1% | +0.8% |
| 3M | +4.8% | +30.0% | -25.3% | +3.2% |
| 6M | +11.3% | -10.0% | +21.3% | +11.3% |
| YTD | +16.5% | -26.0% | +42.5% | +17.4% |
| 1Y | +24.3% | -12.5% | +36.8% | +24.0% |
| 3Y | +74.5% | +390.5% | -316.0% | +59.4% |
| 5Y | +54.3% | +357.7% | -303.4% | +36.2% |
| All | +54.3% | +365.8% | -311.5% | +36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside INSM.
Daily Out/Under-Performance
Portfolio return minus INSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INSM 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 INSM 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