+701.9%
INSM vs IBB
+126.8%
+575.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.1% | +3.2% |
| 7D | +5.9% | -0.5% | +6.4% | +6.5% |
| 30D | +23.9% | +4.6% | +19.3% | +16.5% |
| 3M | -4.1% | +6.8% | -10.9% | -13.3% |
| 6M | +2.7% | +23.1% | -20.4% | -22.7% |
| YTD | -30.4% | +26.0% | -56.4% | -49.0% |
| 1Y | -36.6% | +30.4% | -66.9% | -55.6% |
| 3Y | +406.9% | +85.4% | +321.5% | +112.8% |
| 5Y | +280.3% | +39.7% | +240.6% | +146.0% |
| All | +701.9% | +126.8% | +575.1% | +183.7% |
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