+695.1%
INSM vs IEF
+128.5%
+566.6%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.3% | +3.4% | +2.9% |
| 7D | +1.7% | -0.3% | +2.0% | +1.5% |
| 30D | -4.4% | -0.6% | -3.8% | -4.9% |
| 3M | +30.0% | -1.0% | +31.0% | +29.1% |
| 6M | -10.0% | -3.1% | -6.9% | -12.6% |
| YTD | -26.0% | -1.9% | -24.1% | -27.3% |
| 1Y | -12.5% | -1.4% | -11.1% | -13.6% |
| 3Y | +390.5% | +9.8% | +380.7% | +432.1% |
| 5Y | +357.7% | -8.8% | +366.5% | +302.8% |
| 10Y | +877.2% | +4.7% | +872.6% | +925.8% |
| All | +695.1% | +128.5% | +566.6% | +932.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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