+992.7%
IJH vs INSM
-19.1%
+1,011.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.7% |
| 7D | -1.9% | +2.5% | -4.3% | -2.0% |
| 30D | -4.6% | -2.2% | -2.5% | -4.6% |
| 3M | -1.2% | +33.8% | -35.0% | -3.1% |
| 6M | +9.4% | -7.2% | +16.6% | +9.1% |
| YTD | +13.3% | -25.6% | +39.0% | +14.3% |
| 1Y | +13.4% | -11.2% | +24.6% | +13.0% |
| 3Y | +50.4% | +388.3% | -337.9% | +32.4% |
| 5Y | +49.0% | +376.6% | -327.7% | +29.7% |
| 10Y | +182.6% | +881.9% | -699.3% | +126.7% |
| All | +992.7% | -19.1% | +1,011.8% | +671.8% |
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