+375.6%
INSM vs IWD
+71.7%
+303.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.5% |
| 7D | +2.8% | -0.2% | +2.9% | +2.9% |
| 30D | -4.7% | -0.8% | -3.9% | -4.2% |
| 3M | +32.6% | +8.0% | +24.6% | +24.6% |
| 6M | -10.9% | +18.2% | -29.1% | -21.2% |
| YTD | -28.2% | +22.3% | -50.6% | -38.1% |
| 1Y | -14.9% | +28.9% | -43.7% | -29.4% |
| 3Y | +375.6% | +71.5% | +304.1% | +198.5% |
| All | +375.6% | +71.7% | +303.9% | +198.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling