+388.3%
INSM vs IRM
+102.2%
+286.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.0% | -0.3% | +1.3% |
| 7D | +2.5% | -1.4% | +3.9% | +2.7% |
| 30D | -2.2% | -7.4% | +5.2% | -0.9% |
| 3M | +33.8% | -7.4% | +41.2% | +34.7% |
| 6M | -7.2% | +8.7% | -15.8% | -9.5% |
| YTD | -25.6% | +40.9% | -66.6% | -31.5% |
| 1Y | -11.2% | +20.5% | -31.7% | -15.5% |
| 3Y | +388.3% | +101.7% | +286.6% | +301.8% |
| All | +388.3% | +102.2% | +286.2% | +301.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling