-29.8%
INSM vs IRE
-97.3%
+67.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.5% | +4.0% | +1.5% |
| 7D | +6.2% | -15.5% | +21.7% | +6.0% |
| 30D | +15.4% | -70.4% | +85.8% | +17.0% |
| 3M | -11.4% | -81.6% | +70.2% | -9.6% |
| 6M | +14.6% | -94.7% | +109.2% | +19.4% |
| YTD | -33.3% | -91.8% | +58.5% | -31.6% |
| 1Y | -38.8% | -97.6% | +58.8% | -36.8% |
| All | -29.8% | -97.3% | +67.5% | -27.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling