-11.4%
INSM vs IOT
+14.9%
-26.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.7% | -4.0% | +0.1% |
| 7D | +6.5% | -2.3% | +8.9% | +6.4% |
| 30D | +27.5% | +3.8% | +23.7% | +28.2% |
| 3M | +20.4% | +14.2% | +6.2% | +22.1% |
| 6M | -15.7% | +40.1% | -55.9% | -12.1% |
| YTD | -27.4% | +13.4% | -40.8% | -24.3% |
| 1Y | -11.4% | +12.2% | -23.6% | -7.9% |
| All | -11.4% | +14.9% | -26.3% | -7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 1y: compounded portfolio wealth divided by compounded IOT 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…
1y analysis · Full analysis span regression · 6 months rolling