+394.0%
INSM vs IP
+17.1%
+376.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | -0.1% | -2.2% |
| 7D | +8.6% | -0.9% | +9.4% | +8.6% |
| 30D | +22.0% | +6.7% | +15.3% | +22.2% |
| 3M | -10.7% | -16.6% | +5.8% | -11.1% |
| 6M | +1.8% | +6.0% | -4.2% | +1.2% |
| YTD | -32.2% | -10.7% | -21.5% | -33.0% |
| 1Y | -39.3% | -6.7% | -32.6% | -39.8% |
| All | +394.0% | +17.1% | +376.9% | +366.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling