-23.5%
INSM vs IWD
+707.4%
-730.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | +0.3% |
| 7D | +6.5% | -0.3% | +6.8% | +6.8% |
| 30D | +27.5% | +0.6% | +27.0% | +26.9% |
| 3M | +20.4% | +7.2% | +13.1% | +13.4% |
| 6M | -15.7% | +16.2% | -31.9% | -25.7% |
| YTD | -27.4% | +23.3% | -50.8% | -39.4% |
| 1Y | -11.4% | +29.6% | -41.0% | -29.2% |
| 3Y | +457.8% | +70.5% | +387.4% | +250.3% |
| 5Y | +343.0% | +73.5% | +269.5% | +178.5% |
| 10Y | +848.1% | +198.3% | +649.8% | +309.7% |
| All | -23.5% | +707.4% | -730.9% | -82.9% |
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