-26.8%
INSM vs IWD
+729.8%
-756.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.6% | +0.7% |
| 7D | +9.8% | -0.6% | +10.3% | +10.3% |
| 30D | +22.5% | +3.6% | +18.9% | +18.9% |
| 3M | -8.9% | +2.7% | -11.6% | -10.9% |
| 6M | +16.2% | +13.2% | +3.0% | +4.5% |
| YTD | -30.6% | +26.8% | -57.4% | -43.4% |
| 1Y | -37.7% | +29.3% | -66.9% | -50.0% |
| 3Y | +408.4% | +85.1% | +323.3% | +197.9% |
| 5Y | +279.6% | +74.2% | +205.4% | +137.8% |
| 10Y | +735.6% | +204.6% | +531.0% | +253.3% |
| All | -26.8% | +729.8% | -756.6% | -84.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling