-11.4%
INSM vs IAG
+119.5%
-130.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | +0.1% |
| 7D | +6.5% | -0.5% | +7.1% | +6.6% |
| 30D | +27.5% | +28.9% | -1.3% | +21.1% |
| 3M | +20.4% | +19.1% | +1.2% | +15.5% |
| 6M | -15.7% | -10.3% | -5.5% | -16.4% |
| YTD | -27.4% | +24.2% | -51.6% | -31.4% |
| 1Y | -11.4% | +116.5% | -127.9% | -21.7% |
| All | -11.4% | +119.5% | -130.9% | -21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 1y: compounded portfolio wealth divided by compounded IAG 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…
1y analysis · Full analysis span regression · 6 months rolling