+183.8%
VXUS vs INSM
+2,004.8%
-1,821.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.5% |
| 7D | +1.0% | +6.5% | -5.5% | +0.6% |
| 30D | +2.2% | +27.5% | -25.3% | +0.3% |
| 3M | +3.0% | +20.4% | -17.4% | +1.4% |
| 6M | +10.7% | -15.7% | +26.4% | +11.0% |
| YTD | +17.8% | -27.4% | +45.3% | +19.2% |
| 1Y | +27.6% | -11.4% | +39.0% | +27.1% |
| 3Y | +73.3% | +457.8% | -384.5% | +47.9% |
| 5Y | +54.3% | +343.0% | -288.6% | +31.8% |
| 10Y | +149.8% | +848.1% | -698.3% | +91.0% |
| All | +183.8% | +2,004.8% | -1,821.0% | +85.7% |
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