-24.5%
INSM vs IRE
-82.8%
+58.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +10.2% | -11.3% | -1.3% |
| 7D | +2.8% | +58.9% | -56.1% | +1.8% |
| 30D | -4.7% | +17.2% | -21.9% | -5.3% |
| 3M | +32.6% | -58.6% | +91.2% | +34.6% |
| 6M | -10.9% | -23.5% | +12.6% | -10.9% |
| YTD | -28.2% | -47.4% | +19.2% | -28.3% |
| All | -24.5% | -82.8% | +58.4% | -23.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling