+818.3%
INSM vs ALM
+2,776.7%
-1,958.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -9.6% | +8.4% | -0.3% |
| 7D | +0.5% | -7.1% | +7.6% | +1.0% |
| 30D | -4.0% | +24.7% | -28.7% | -6.2% |
| 3M | +38.5% | +8.3% | +30.2% | +36.3% |
| 6M | -11.5% | -22.2% | +10.7% | -10.9% |
| YTD | -26.9% | +88.1% | -114.9% | -32.2% |
| 1Y | -12.8% | +272.4% | -285.1% | -24.9% |
| 3Y | +384.7% | +2,004.1% | -1,619.4% | +229.0% |
| 5Y | +368.8% | +915.8% | -547.0% | +232.4% |
| All | +818.3% | +2,776.7% | -1,958.4% | +378.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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