+877.2%
INSM vs ACWI
+226.5%
+650.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.6% | +3.7% | +3.9% |
| 7D | +1.7% | 0.0% | +1.7% | +1.7% |
| 30D | -4.4% | -0.6% | -3.8% | -3.8% |
| 3M | +30.0% | +4.3% | +25.8% | +22.3% |
| 6M | -10.0% | +12.7% | -22.7% | -23.5% |
| YTD | -26.0% | +13.9% | -39.9% | -38.3% |
| 1Y | -12.5% | +20.5% | -33.0% | -32.8% |
| 3Y | +390.5% | +76.5% | +314.0% | +115.6% |
| 5Y | +357.7% | +67.5% | +290.2% | +120.3% |
| 10Y | +877.2% | +231.8% | +645.4% | +94.0% |
| All | +877.2% | +226.5% | +650.7% | +94.0% |
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