-24.3%
INSM vs IBN
+1,361.0%
-1,385.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.4% | -0.5% |
| 7D | +2.8% | -2.2% | +5.0% | +3.3% |
| 30D | -4.7% | -2.3% | -2.5% | -4.3% |
| 3M | +32.6% | +15.9% | +16.8% | +28.3% |
| 6M | -10.9% | +5.6% | -16.5% | -12.1% |
| YTD | -28.2% | -0.1% | -28.2% | -28.5% |
| 1Y | -14.9% | -6.5% | -8.3% | -14.0% |
| 3Y | +375.6% | +29.3% | +346.3% | +343.6% |
| 5Y | +349.1% | +56.6% | +292.5% | +300.7% |
| 10Y | +796.6% | +314.4% | +482.2% | +533.0% |
| All | -24.3% | +1,361.0% | -1,385.3% | -63.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling