+368.8%
INSM vs IAU
+138.0%
+230.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -0.6% |
| 7D | +0.5% | -3.4% | +3.8% | +1.7% |
| 30D | -4.0% | -1.1% | -2.9% | -3.6% |
| 3M | +38.5% | +5.8% | +32.7% | +35.6% |
| 6M | -11.5% | -16.9% | +5.4% | -6.4% |
| YTD | -26.9% | +0.1% | -27.0% | -28.3% |
| 1Y | -12.8% | +18.4% | -31.2% | -20.0% |
| 3Y | +384.7% | +123.6% | +261.1% | +242.7% |
| 5Y | +368.8% | +138.7% | +230.1% | +211.2% |
| All | +368.8% | +138.0% | +230.8% | +211.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling