-11.4%
INSM vs IT
-24.5%
+13.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.6% | +4.3% | -0.8% |
| 7D | +6.5% | -6.0% | +12.6% | +5.9% |
| 30D | +27.5% | 0.0% | +27.5% | +27.7% |
| 3M | +20.4% | +13.1% | +7.3% | +22.9% |
| 6M | -15.7% | +11.7% | -27.4% | -12.6% |
| YTD | -27.4% | -26.1% | -1.3% | -23.4% |
| 1Y | -11.4% | -21.3% | +9.9% | -6.7% |
| All | -11.4% | -24.5% | +13.1% | -6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 1y: compounded portfolio wealth divided by compounded IT 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…
1y analysis · Full analysis span regression · 6 months rolling