-39.8%
INSM vs IRE
-97.6%
+57.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -23.2% | +28.6% | +5.7% |
| 7D | +13.4% | -46.8% | +60.3% | +14.5% |
| 30D | +5.9% | -75.5% | +81.4% | +8.7% |
| 3M | +11.4% | -79.4% | +90.8% | +14.3% |
| 6M | -21.4% | -91.3% | +69.8% | -18.1% |
| YTD | -36.8% | -90.8% | +54.0% | -35.5% |
| 1Y | -39.8% | -97.7% | +57.9% | -33.9% |
| All | -39.8% | -97.6% | +57.7% | -33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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