+337.2%
IR vs INSM
+569.7%
-232.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +0.5% |
| 7D | +4.3% | +8.6% | -4.3% | +3.6% |
| 30D | +8.1% | +22.0% | -13.9% | +6.5% |
| 3M | +0.7% | -10.7% | +11.4% | +1.3% |
| 6M | +16.6% | +1.8% | +14.8% | +15.6% |
| YTD | +7.8% | -32.2% | +40.0% | +9.5% |
| 1Y | +9.9% | -39.3% | +49.2% | +12.4% |
| 3Y | +25.2% | +397.1% | -371.9% | +4.6% |
| 5Y | +46.8% | +270.6% | -223.8% | +23.5% |
| All | +337.2% | +569.7% | -232.5% | +227.9% |
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