+388.3%
INSM vs IWF
+76.9%
+311.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.3% |
| 7D | +2.5% | -0.9% | +3.4% | +3.0% |
| 30D | -2.2% | -1.7% | -0.4% | -1.3% |
| 3M | +33.8% | +0.7% | +33.1% | +32.7% |
| 6M | -7.2% | +8.6% | -15.7% | -11.8% |
| YTD | -25.6% | +3.5% | -29.2% | -27.5% |
| 1Y | -11.2% | +7.0% | -18.3% | -15.6% |
| 3Y | +388.3% | +76.3% | +312.0% | +261.4% |
| All | +388.3% | +76.9% | +311.4% | +261.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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