+139.4%
IEMG vs INSM
+1,901.3%
-1,761.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.9% |
| 7D | -0.9% | +0.5% | -1.3% | -0.9% |
| 30D | +2.1% | -4.0% | +6.1% | +2.3% |
| 3M | +4.6% | +38.5% | -33.9% | +2.2% |
| 6M | +14.0% | -11.5% | +25.6% | +14.1% |
| YTD | +22.3% | -26.9% | +49.2% | +23.6% |
| 1Y | +30.7% | -12.8% | +43.5% | +30.3% |
| 3Y | +83.2% | +384.7% | -301.5% | +59.1% |
| 5Y | +47.0% | +368.8% | -321.8% | +25.7% |
| 10Y | +139.9% | +865.7% | -725.8% | +90.2% |
| All | +139.4% | +1,901.3% | -1,761.9% | +85.9% |
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