+367.9%
INSM vs IWF
+73.7%
+294.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.1% |
| 7D | +2.5% | -0.9% | +3.4% | +3.2% |
| 30D | -2.2% | -1.7% | -0.4% | -0.9% |
| 3M | +33.8% | +0.7% | +33.1% | +32.1% |
| 6M | -7.2% | +8.6% | -15.7% | -13.7% |
| YTD | -25.6% | +3.5% | -29.2% | -28.4% |
| 1Y | -11.2% | +7.0% | -18.3% | -17.4% |
| 3Y | +388.3% | +76.3% | +312.0% | +184.5% |
| All | +367.9% | +73.7% | +294.2% | +185.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling