-21.9%
INSM vs IRM
+2,850.3%
-2,872.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.7% | +3.9% | +3.4% |
| 7D | +1.7% | +3.0% | -1.3% | +0.7% |
| 30D | -4.4% | -5.2% | +0.8% | -2.9% |
| 3M | +30.0% | -8.0% | +38.1% | +32.5% |
| 6M | -10.0% | +9.2% | -19.2% | -13.5% |
| YTD | -26.0% | +41.0% | -67.0% | -35.3% |
| 1Y | -12.5% | +23.3% | -35.8% | -20.3% |
| 3Y | +390.5% | +102.8% | +287.6% | +264.4% |
| 5Y | +357.7% | +192.8% | +164.9% | +195.6% |
| 10Y | +877.2% | +439.6% | +437.6% | +391.0% |
| All | -21.9% | +2,850.3% | -2,872.3% | -78.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling