-21.6%
INSM vs IFF
+351.2%
-372.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.9% |
| 7D | +2.5% | -3.2% | +5.6% | +3.8% |
| 30D | -2.2% | -0.3% | -1.9% | -2.2% |
| 3M | +33.8% | +8.4% | +25.4% | +27.9% |
| 6M | -7.2% | +23.0% | -30.2% | -16.1% |
| YTD | -25.6% | +25.5% | -51.1% | -33.7% |
| 1Y | -11.2% | +29.1% | -40.3% | -22.1% |
| 3Y | +388.3% | +31.7% | +356.7% | +309.9% |
| 5Y | +376.6% | -35.2% | +411.9% | +422.2% |
| 10Y | +881.9% | -20.7% | +902.6% | +835.0% |
| All | -21.6% | +351.2% | -372.8% | -68.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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