-7.5%
IGV vs INSM
-40.6%
+33.1%
-33.3%
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% | +1.2% |
| 7D | -7.5% | +13.4% | -20.9% | -6.7% |
| 30D | -5.6% | +5.9% | -11.6% | -5.1% |
| 3M | +1.5% | +11.4% | -9.9% | +2.4% |
| 6M | +17.1% | -21.4% | +38.6% | +17.2% |
| YTD | -2.0% | -36.8% | +34.8% | -2.2% |
| 1Y | -7.5% | -39.8% | +32.3% | -10.6% |
| All | -7.5% | -40.6% | +33.1% | -10.6% |
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