+701.9%
INSM vs ACWI
+224.5%
+477.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +2.9% | +3.0% |
| 7D | +5.9% | +2.4% | +3.5% | +2.5% |
| 30D | +23.9% | -1.7% | +25.6% | +26.3% |
| 3M | -4.1% | -3.9% | -0.2% | +0.7% |
| 6M | +2.7% | +0.8% | +1.9% | +1.0% |
| YTD | -30.4% | +11.0% | -41.4% | -40.1% |
| 1Y | -36.6% | +13.1% | -49.6% | -47.0% |
| 3Y | +406.9% | +73.9% | +333.1% | +127.4% |
| 5Y | +280.3% | +59.0% | +221.3% | +96.6% |
| All | +701.9% | +224.5% | +477.4% | +83.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 10y: compounded portfolio wealth divided by compounded ACWI 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…
10y analysis · Full analysis span regression · 6 months rolling