+681.4%
INSM vs IBB
+127.7%
+553.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | -0.1% | +0.5% |
| 7D | +8.6% | +1.6% | +6.9% | +6.3% |
| 30D | +22.0% | +6.7% | +15.3% | +11.7% |
| 3M | -10.7% | +6.3% | -17.1% | -18.7% |
| 6M | +1.8% | +23.9% | -22.1% | -24.0% |
| YTD | -32.2% | +26.6% | -58.7% | -50.6% |
| 1Y | -39.3% | +29.6% | -68.9% | -57.2% |
| 3Y | +397.1% | +86.1% | +311.1% | +107.8% |
| 5Y | +270.6% | +40.3% | +230.2% | +138.5% |
| All | +681.4% | +127.7% | +553.7% | +174.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 10y: compounded portfolio wealth divided by compounded IBB 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…
10y analysis · Full analysis span regression · 6 months rolling