+833.7%
INSM vs IRM
+440.8%
+392.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.0% | -0.3% | +0.9% |
| 7D | +2.5% | -1.4% | +3.9% | +3.0% |
| 30D | -2.2% | -7.4% | +5.2% | +0.4% |
| 3M | +33.8% | -7.4% | +41.2% | +36.0% |
| 6M | -7.2% | +8.7% | -15.8% | -11.1% |
| YTD | -25.6% | +40.9% | -66.6% | -36.1% |
| 1Y | -11.2% | +20.5% | -31.7% | -19.3% |
| 3Y | +388.3% | +101.7% | +286.6% | +243.1% |
| 5Y | +376.6% | +197.7% | +179.0% | +178.4% |
| All | +833.7% | +440.8% | +392.9% | +316.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 10y: compounded portfolio wealth divided by compounded IRM 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…
10y analysis · Full analysis span regression · 6 months rolling