+368.8%
INSM vs IAG
+796.9%
-428.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -0.9% |
| 7D | +0.5% | -4.1% | +4.5% | +1.0% |
| 30D | -4.0% | +10.6% | -14.6% | -5.4% |
| 3M | +38.5% | +35.4% | +3.2% | +32.1% |
| 6M | -11.5% | -9.5% | -2.0% | -11.4% |
| YTD | -26.9% | +21.8% | -48.7% | -29.8% |
| 1Y | -12.8% | +84.1% | -96.9% | -20.8% |
| 3Y | +384.7% | +817.4% | -432.7% | +259.5% |
| 5Y | +368.8% | +830.1% | -461.3% | +233.3% |
| All | +368.8% | +796.9% | -428.1% | +233.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling