+1,736.6%
INSM vs IOVA
-91.7%
+1,828.3%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -1.0% |
| 7D | +2.8% | +5.1% | -2.3% | +2.5% |
| 30D | -4.7% | +37.2% | -42.0% | -6.6% |
| 3M | +32.6% | +117.5% | -84.9% | +26.6% |
| 6M | -10.9% | +69.6% | -80.5% | -14.0% |
| YTD | -28.2% | +218.7% | -246.9% | -33.3% |
| 1Y | -14.9% | +265.5% | -280.4% | -21.9% |
| 3Y | +375.6% | +46.2% | +329.4% | +337.0% |
| 5Y | +349.1% | -63.2% | +412.3% | +330.0% |
| 10Y | +796.6% | +6.1% | +790.5% | +721.1% |
| All | +1,736.6% | -91.7% | +1,828.3% | +1,468.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling