-11.4%
INSM vs IWD
+30.5%
-41.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | +0.3% |
| 7D | +6.5% | -0.3% | +6.8% | +6.8% |
| 30D | +27.5% | +0.6% | +27.0% | +26.9% |
| 3M | +20.4% | +7.2% | +13.1% | +12.2% |
| 6M | -15.7% | +16.2% | -31.9% | -26.4% |
| YTD | -27.4% | +23.3% | -50.8% | -37.1% |
| 1Y | -11.4% | +29.6% | -41.0% | -25.4% |
| All | -11.4% | +30.5% | -41.9% | -25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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