-36.6%
INSM vs IP
-5.8%
-30.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.4% | +1.2% | +2.5% |
| 7D | +5.9% | -0.3% | +6.2% | +5.9% |
| 30D | +23.9% | +7.9% | +16.0% | +23.6% |
| 3M | -4.1% | -15.3% | +11.2% | -3.6% |
| 6M | +2.7% | +10.5% | -7.8% | -0.6% |
| YTD | -30.4% | -9.4% | -21.0% | -33.1% |
| 1Y | -36.6% | -4.6% | -31.9% | -39.2% |
| All | -36.6% | -5.8% | -30.7% | -39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 1y: compounded portfolio wealth divided by compounded IP 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…
1y analysis · Full analysis span regression · 6 months rolling