+406.9%
INSM vs IOVA
+99.0%
+308.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.7% | +0.9% | +2.4% |
| 7D | +5.9% | -3.5% | +9.4% | +6.3% |
| 30D | +23.9% | -45.4% | +69.3% | +29.4% |
| 3M | -4.1% | +19.0% | -23.1% | -10.6% |
| 6M | +2.7% | +112.0% | -109.3% | -10.7% |
| YTD | -30.4% | +184.2% | -214.6% | -41.1% |
| 1Y | -36.6% | +222.0% | -258.5% | -46.9% |
| 3Y | +406.9% | +92.6% | +314.4% | +290.6% |
| All | +406.9% | +99.0% | +308.0% | +290.6% |
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