-22.9%
INSM vs IWF
+674.8%
-697.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.2% | -0.4% |
| 7D | +0.5% | -1.7% | +2.2% | +2.0% |
| 30D | -4.0% | -1.8% | -2.1% | -2.6% |
| 3M | +38.5% | +1.5% | +37.1% | +35.7% |
| 6M | -11.5% | +7.7% | -19.2% | -17.8% |
| YTD | -26.9% | +2.7% | -29.6% | -29.4% |
| 1Y | -12.8% | +6.8% | -19.5% | -19.1% |
| 3Y | +384.7% | +76.9% | +307.8% | +180.8% |
| 5Y | +368.8% | +73.4% | +295.4% | +177.2% |
| 10Y | +865.7% | +416.4% | +449.3% | +152.4% |
| All | -22.9% | +674.8% | -697.7% | -86.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling