+681.4%
INSM vs IWD
+202.4%
+479.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -1.7% |
| 7D | +8.6% | +1.7% | +6.9% | +6.4% |
| 30D | +22.0% | +3.2% | +18.8% | +17.6% |
| 3M | -10.7% | +2.3% | -13.0% | -13.1% |
| 6M | +1.8% | +12.9% | -11.2% | -11.9% |
| YTD | -32.2% | +26.2% | -58.4% | -48.5% |
| 1Y | -39.3% | +28.3% | -67.5% | -54.9% |
| 3Y | +397.1% | +84.4% | +312.8% | +133.1% |
| 5Y | +270.6% | +73.0% | +197.6% | +89.9% |
| All | +681.4% | +202.4% | +479.0% | +146.4% |
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 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