+386.0%
INSM vs IOVA
+41.0%
+345.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.1% | +6.2% | +3.5% |
| 7D | +1.7% | -2.2% | +3.9% | +2.0% |
| 30D | -4.4% | +31.7% | -36.1% | -8.2% |
| 3M | +30.0% | +117.3% | -87.2% | +17.7% |
| 6M | -10.0% | +55.8% | -65.8% | -16.9% |
| YTD | -26.0% | +208.8% | -234.8% | -35.4% |
| 1Y | -12.5% | +255.7% | -268.2% | -24.8% |
| All | +386.0% | +41.0% | +345.1% | +291.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling