+639.0%
INSM vs IAU
+858.9%
-219.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -1.0% |
| 7D | +2.8% | +0.7% | +2.0% | +2.7% |
| 30D | -4.7% | +0.3% | -5.1% | -4.8% |
| 3M | +32.6% | +0.7% | +31.9% | +32.5% |
| 6M | -10.9% | -15.5% | +4.6% | -9.9% |
| YTD | -28.2% | +1.0% | -29.2% | -28.4% |
| 1Y | -14.9% | +19.6% | -34.4% | -15.8% |
| 3Y | +375.6% | +125.4% | +250.1% | +357.4% |
| 5Y | +349.1% | +140.7% | +208.3% | +330.8% |
| 10Y | +796.6% | +218.1% | +578.4% | +768.9% |
| All | +639.0% | +858.9% | -219.9% | +635.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling