+1,428.5%
IBKR vs INSM
+1,322.1%
+106.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.7% | +0.5% | +2.1% |
| 7D | -1.3% | +2.5% | -3.8% | -1.5% |
| 30D | -0.2% | -2.2% | +1.9% | -0.1% |
| 3M | +3.0% | +33.8% | -30.8% | +0.5% |
| 6M | +33.9% | -7.2% | +41.0% | +33.5% |
| YTD | +42.5% | -25.6% | +68.1% | +44.0% |
| 1Y | +44.9% | -11.2% | +56.1% | +44.3% |
| 3Y | +293.0% | +388.3% | -95.3% | +237.5% |
| 5Y | +497.7% | +376.6% | +121.0% | +406.1% |
| 10Y | +1,004.4% | +881.9% | +122.5% | +749.8% |
| All | +1,428.5% | +1,322.1% | +106.5% | +945.4% |
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