+380.3%
INSM vs IAG
+796.9%
-416.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -0.8% |
| 7D | +0.5% | -4.1% | +4.5% | +1.2% |
| 30D | -4.0% | +10.6% | -14.6% | -5.8% |
| 3M | +38.5% | +35.4% | +3.2% | +30.3% |
| 6M | -11.5% | -9.5% | -2.0% | -11.4% |
| YTD | -26.9% | +21.8% | -48.7% | -30.7% |
| 1Y | -12.8% | +84.1% | -96.9% | -23.2% |
| All | +380.3% | +796.9% | -416.6% | +216.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling