-38.4%
INSM vs IP
-0.2%
-38.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.8% | +4.3% | +5.1% |
| 7D | +1.6% | -5.1% | +6.7% | +2.2% |
| 30D | +12.5% | +8.5% | +3.9% | +12.1% |
| 3M | -13.7% | -13.8% | +0.1% | -13.2% |
| 6M | -16.5% | +5.7% | -22.3% | -19.2% |
| YTD | -34.3% | -9.1% | -25.1% | -36.9% |
| 1Y | -38.4% | -0.8% | -37.6% | -41.4% |
| All | -38.4% | -0.2% | -38.2% | -41.4% |
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