+248.5%
INSM vs IP
-12.0%
+260.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +11.7% |
| 3M | -13.7% | -13.8% | +0.1% | -12.5% |
| 6M | -16.5% | +5.7% | -22.3% | -17.8% |
| YTD | -34.3% | -9.1% | -25.1% | -34.6% |
| 1Y | -38.4% | -0.8% | -37.6% | -39.4% |
| 3Y | +379.9% | +14.8% | +365.1% | +312.9% |
| All | +248.5% | -12.0% | +260.5% | +219.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling