+1,050.9%
IJR vs INSM
-20.5%
+1,071.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.8% |
| 7D | -2.3% | +0.5% | -2.8% | -2.4% |
| 30D | -4.7% | -4.0% | -0.7% | -4.5% |
| 3M | +2.1% | +38.5% | -36.4% | -0.1% |
| 6M | +13.9% | -11.5% | +25.4% | +13.8% |
| YTD | +18.2% | -26.9% | +45.1% | +19.4% |
| 1Y | +21.8% | -12.8% | +34.6% | +21.5% |
| 3Y | +52.2% | +384.7% | -332.5% | +33.3% |
| 5Y | +40.1% | +368.8% | -328.7% | +21.5% |
| 10Y | +169.7% | +865.7% | -696.1% | +114.7% |
| All | +1,050.9% | -20.5% | +1,071.3% | +713.3% |
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