+37.3%
IR vs INSM
+365.8%
-328.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.1% | -5.2% | -2.2% |
| 7D | -1.9% | +1.7% | -3.6% | -2.0% |
| 30D | -15.0% | -4.4% | -10.6% | -14.9% |
| 3M | -0.4% | +30.0% | -30.5% | -2.0% |
| 6M | -15.0% | -10.0% | -5.0% | -15.0% |
| YTD | -7.1% | -26.0% | +18.9% | -6.2% |
| 1Y | -7.5% | -12.5% | +5.0% | -7.8% |
| 3Y | +6.3% | +390.5% | -384.2% | -3.5% |
| 5Y | +37.3% | +357.7% | -320.4% | +19.9% |
| All | +37.3% | +365.8% | -328.5% | +19.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling