+833.7%
INSM vs IOVA
+9.7%
+824.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.7% | -4.0% | +0.4% |
| 7D | +2.5% | -2.2% | +4.6% | +2.9% |
| 30D | -2.2% | +27.6% | -29.8% | -8.2% |
| 3M | +33.8% | +117.2% | -83.4% | +10.7% |
| 6M | -7.2% | +77.7% | -84.9% | -20.8% |
| YTD | -25.6% | +215.0% | -240.7% | -45.3% |
| 1Y | -11.2% | +255.4% | -266.6% | -37.9% |
| 3Y | +388.3% | +42.6% | +345.7% | +218.3% |
| 5Y | +376.6% | -62.2% | +438.9% | +285.3% |
| All | +833.7% | +9.7% | +824.0% | +223.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 10y: compounded portfolio wealth divided by compounded IOVA 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…
10y analysis · Full analysis span regression · 6 months rolling