+165.8%
VXUS vs INSM
+1,919.3%
-1,753.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -0.2% |
| 7D | +2.1% | +5.9% | -3.8% | +1.8% |
| 30D | -1.1% | +23.9% | -25.0% | -2.5% |
| 3M | -5.6% | -4.1% | -1.5% | -5.5% |
| 6M | -2.3% | +2.7% | -4.9% | -3.0% |
| YTD | +10.4% | -30.4% | +40.7% | +11.7% |
| 1Y | +13.1% | -36.6% | +49.6% | +15.0% |
| 3Y | +68.0% | +406.9% | -338.9% | +44.4% |
| 5Y | +45.8% | +280.3% | -234.5% | +25.8% |
| 10Y | +144.7% | +738.5% | -593.8% | +88.9% |
| All | +165.8% | +1,919.3% | -1,753.6% | +74.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling