+53.0%
IJR vs INSM
+392.8%
-339.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.1% | +0.5% |
| 7D | -2.2% | +2.5% | -4.6% | -2.2% |
| 30D | -4.6% | -2.2% | -2.4% | -4.6% |
| 3M | +0.2% | +33.8% | -33.6% | -0.8% |
| 6M | +14.7% | -7.2% | +21.9% | +14.6% |
| YTD | +18.9% | -25.6% | +44.5% | +19.5% |
| 1Y | +19.9% | -11.2% | +31.2% | +19.8% |
| 3Y | +53.0% | +388.3% | -335.3% | +50.1% |
| All | +53.0% | +392.8% | -339.8% | +50.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling