+336.7%
INSM vs IAG
+368.9%
-32.2%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -1.0% |
| 7D | +2.8% | +4.3% | -1.5% | +2.4% |
| 30D | -4.7% | +9.8% | -14.5% | -5.6% |
| 3M | +32.6% | +28.9% | +3.7% | +29.4% |
| 6M | -10.9% | -7.6% | -3.3% | -10.8% |
| YTD | -28.2% | +22.0% | -50.2% | -30.0% |
| 1Y | -14.9% | +99.5% | -114.4% | -20.4% |
| 3Y | +375.6% | +818.3% | -442.7% | +289.7% |
| 5Y | +349.1% | +785.9% | -436.8% | +259.9% |
| 10Y | +796.6% | +381.1% | +415.5% | +619.8% |
| All | +336.7% | +368.9% | -32.2% | +247.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling