+368.8%
INSM vs IBN
+52.7%
+316.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.0% |
| 7D | +0.5% | -5.5% | +5.9% | +2.3% |
| 30D | -4.0% | -3.4% | -0.6% | -2.9% |
| 3M | +38.5% | +8.7% | +29.9% | +34.6% |
| 6M | -11.5% | +3.7% | -15.2% | -12.8% |
| YTD | -26.9% | -2.4% | -24.5% | -26.8% |
| 1Y | -12.8% | -8.1% | -4.7% | -11.2% |
| 3Y | +384.7% | +26.3% | +358.4% | +323.3% |
| 5Y | +368.8% | +54.9% | +313.9% | +255.8% |
| All | +368.8% | +52.7% | +316.1% | +255.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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