+274.5%
IR vs INSM
+622.0%
-347.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.6% |
| 7D | -3.1% | +0.5% | -3.5% | -3.1% |
| 30D | -14.0% | -4.0% | -10.0% | -13.8% |
| 3M | +3.7% | +38.5% | -34.8% | +0.8% |
| 6M | -15.4% | -11.5% | -3.9% | -15.4% |
| YTD | -7.7% | -26.9% | +19.2% | -6.5% |
| 1Y | -8.8% | -12.8% | +4.0% | -9.2% |
| 3Y | +5.6% | +384.7% | -379.1% | -11.2% |
| 5Y | +34.3% | +368.8% | -334.5% | +10.8% |
| All | +274.5% | +622.0% | -347.4% | +179.9% |
Cumulative growth
Daily Returns
Daily percentage return beside INSM.
Daily Out/Under-Performance
Portfolio return minus INSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INSM 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 10y: compounded portfolio wealth divided by compounded INSM 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…
10y analysis · Full analysis span regression · 6 months rolling