+24.0%
IJR vs INSM
-11.6%
+35.6%
-8.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.4% |
| 7D | -0.2% | +6.5% | -6.7% | -0.3% |
| 30D | -2.4% | +27.5% | -30.0% | -3.0% |
| 3M | +3.9% | +20.4% | -16.4% | +3.4% |
| 6M | +12.4% | -15.7% | +28.1% | +13.0% |
| YTD | +21.5% | -27.4% | +48.9% | +22.2% |
| 1Y | +24.0% | -11.4% | +35.4% | +21.9% |
| All | +24.0% | -11.6% | +35.6% | +21.9% |
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 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