+13.9%
IEMG vs INSM
-40.6%
+54.5%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.3% | -4.4% | +0.7% |
| 7D | -3.1% | +13.4% | -16.5% | -3.7% |
| 30D | -10.3% | +5.9% | -16.3% | -10.6% |
| 3M | -6.6% | +11.4% | -18.0% | -7.4% |
| 6M | -3.9% | -21.4% | +17.6% | -2.3% |
| YTD | +12.4% | -36.8% | +49.2% | +13.9% |
| 1Y | +13.9% | -39.8% | +53.7% | +13.5% |
| All | +13.9% | -40.6% | +54.5% | +13.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling