-23.5%
INSM vs IP
+191.7%
-215.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -0.9% |
| 7D | +6.5% | -5.3% | +11.8% | +8.1% |
| 30D | +27.5% | -10.9% | +38.4% | +31.3% |
| 3M | +20.4% | +11.2% | +9.2% | +15.5% |
| 6M | -15.7% | -10.2% | -5.5% | -14.6% |
| YTD | -27.4% | -2.0% | -25.4% | -28.9% |
| 1Y | -11.4% | -19.1% | +7.7% | -9.1% |
| 3Y | +457.8% | +20.9% | +437.0% | +379.4% |
| 5Y | +343.0% | -17.8% | +360.8% | +326.9% |
| 10Y | +848.1% | +23.5% | +824.6% | +677.6% |
| All | -23.5% | +191.7% | -215.2% | -55.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling