+877.2%
INSM vs IWD
+195.0%
+682.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.6% | +3.7% | +3.8% |
| 7D | +1.7% | -1.2% | +2.9% | +3.1% |
| 30D | -4.4% | -1.6% | -2.8% | -2.6% |
| 3M | +30.0% | +7.0% | +23.0% | +19.5% |
| 6M | -10.0% | +17.0% | -27.0% | -25.3% |
| YTD | -26.0% | +21.6% | -47.6% | -41.5% |
| 1Y | -12.5% | +28.0% | -40.5% | -35.2% |
| 3Y | +390.5% | +70.6% | +319.9% | +150.8% |
| 5Y | +357.7% | +73.3% | +284.4% | +130.8% |
| 10Y | +877.2% | +200.5% | +676.7% | +141.7% |
| All | +877.2% | +195.0% | +682.2% | +141.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling