-10.0%
INSM vs IAG
-1.2%
-8.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.1% | +1.0% | +2.6% |
| 7D | +1.7% | +1.7% | 0.0% | +1.3% |
| 30D | -4.4% | +11.4% | -15.9% | -7.4% |
| 3M | +30.0% | +33.0% | -3.0% | +18.2% |
| 6M | -10.0% | -6.0% | -4.0% | -7.1% |
| All | -10.0% | -1.2% | -8.8% | -7.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling