+740.9%
INSM vs ACWI
+220.7%
+520.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.5% | +3.4% | +3.5% |
| 7D | +14.4% | -0.2% | +14.6% | +14.5% |
| 30D | +18.8% | -3.3% | +22.1% | +23.7% |
| 3M | -11.3% | -3.4% | -7.9% | -7.6% |
| 6M | +17.9% | +0.8% | +17.1% | +15.8% |
| YTD | -31.3% | +10.7% | -42.0% | -40.7% |
| 1Y | -37.7% | +11.6% | -49.3% | -47.0% |
| 3Y | +403.1% | +73.4% | +329.7% | +126.7% |
| 5Y | +279.3% | +60.2% | +219.2% | +94.0% |
| 10Y | +740.9% | +221.6% | +519.3% | +106.5% |
| All | +740.9% | +220.7% | +520.2% | +106.5% |
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