-67.4%
IREN vs INSM
-40.6%
-26.8%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.2% | +5.3% | -16.6% | -11.7% |
| 7D | -24.7% | +13.4% | -38.1% | -26.1% |
| 30D | -46.4% | +5.9% | -52.3% | -46.7% |
| 3M | -46.9% | +11.4% | -58.2% | -48.1% |
| 6M | -56.1% | -21.4% | -34.7% | -53.2% |
| YTD | -42.5% | -36.8% | -5.7% | -37.7% |
| 1Y | -67.4% | -39.8% | -27.6% | -72.9% |
| All | -67.4% | -40.6% | -26.8% | -72.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling