-26.6%
INSM vs IWD
+728.2%
-754.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.4% | +2.4% |
| 7D | +5.9% | +2.3% | +3.6% | +3.9% |
| 30D | +23.9% | +3.6% | +20.3% | +20.3% |
| 3M | -4.1% | +2.2% | -6.2% | -5.8% |
| 6M | +2.7% | +13.0% | -10.3% | -7.5% |
| YTD | -30.4% | +26.5% | -56.9% | -43.1% |
| 1Y | -36.6% | +30.1% | -66.7% | -49.4% |
| 3Y | +406.9% | +84.9% | +322.1% | +197.4% |
| 5Y | +280.3% | +73.4% | +206.9% | +139.3% |
| 10Y | +738.5% | +204.0% | +534.5% | +255.1% |
| All | -26.6% | +728.2% | -754.8% | -84.0% |
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