+368.8%
INSM vs IRM
+186.9%
+181.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -0.5% |
| 7D | +0.5% | -1.8% | +2.3% | +1.0% |
| 30D | -4.0% | -7.8% | +3.8% | -1.7% |
| 3M | +38.5% | -7.9% | +46.4% | +40.6% |
| 6M | -11.5% | +6.3% | -17.9% | -14.5% |
| YTD | -26.9% | +38.2% | -65.0% | -36.1% |
| 1Y | -12.8% | +19.8% | -32.6% | -20.1% |
| 3Y | +384.7% | +98.8% | +285.9% | +232.9% |
| 5Y | +368.8% | +191.8% | +177.0% | +166.1% |
| All | +368.8% | +186.9% | +181.9% | +166.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling