+953.6%
IGV vs INSM
+89.2%
+864.3%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.8% |
| 7D | -3.3% | +2.8% | -6.1% | -3.5% |
| 30D | 0.0% | -4.7% | +4.7% | +0.2% |
| 3M | +7.3% | +32.6% | -25.3% | +4.9% |
| 6M | +16.7% | -10.9% | +27.6% | +16.4% |
| YTD | -2.8% | -28.2% | +25.4% | -1.8% |
| 1Y | -6.7% | -14.9% | +8.2% | -7.0% |
| 3Y | +41.1% | +375.6% | -334.5% | +21.0% |
| 5Y | +22.0% | +349.1% | -327.1% | +3.8% |
| 10Y | +357.9% | +796.6% | -438.6% | +254.3% |
| All | +953.6% | +89.2% | +864.3% | +605.6% |
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 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