+406.9%
INSM vs IAU
+99.0%
+307.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.5% | +2.6% |
| 7D | +5.9% | -4.6% | +10.5% | +7.6% |
| 30D | +23.9% | -5.4% | +29.3% | +26.2% |
| 3M | -4.1% | -10.9% | +6.8% | -0.2% |
| 6M | +2.7% | -17.4% | +20.0% | +9.8% |
| YTD | -30.4% | -10.2% | -20.2% | -29.9% |
| 1Y | -36.6% | -7.1% | -29.5% | -37.3% |
| 3Y | +406.9% | +97.7% | +309.2% | +167.2% |
| All | +406.9% | +99.0% | +307.9% | +167.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 IAU 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