+361.7%
INSM vs IOT
+54.1%
+307.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.8% | +1.7% |
| 7D | +2.5% | -4.5% | +7.0% | +3.1% |
| 30D | -2.2% | -2.4% | +0.3% | -2.1% |
| 3M | +33.8% | +19.0% | +14.8% | +29.5% |
| 6M | -7.2% | +19.6% | -26.8% | -11.0% |
| YTD | -25.6% | +8.3% | -33.9% | -28.2% |
| 1Y | -11.2% | -0.8% | -10.4% | -13.6% |
| 3Y | +388.3% | +24.4% | +363.9% | +321.4% |
| All | +361.7% | +54.1% | +307.5% | +211.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling