+16.9%
IJH vs INSM
-11.6%
+28.5%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.1% |
| 7D | +0.1% | +6.5% | -6.4% | -0.1% |
| 30D | -1.5% | +27.5% | -29.0% | -2.4% |
| 3M | +0.8% | +20.4% | -19.6% | 0.0% |
| 6M | +7.6% | -15.7% | +23.3% | +7.9% |
| YTD | +15.5% | -27.4% | +42.9% | +15.9% |
| 1Y | +16.9% | -11.4% | +28.3% | +15.4% |
| All | +16.9% | -11.6% | +28.5% | +15.4% |
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 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