+79.3%
IREN vs INSM
+320.3%
-241.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.2% | +0.1% |
| 7D | -1.9% | +2.5% | -4.4% | -2.3% |
| 30D | +0.4% | -2.2% | +2.5% | +0.7% |
| 3M | -22.7% | +33.8% | -56.5% | -27.6% |
| 6M | +4.4% | -7.2% | +11.6% | +3.8% |
| YTD | +16.0% | -25.6% | +41.7% | +19.8% |
| 1Y | +33.4% | -11.2% | +44.7% | +32.5% |
| 3Y | +948.6% | +388.3% | +560.2% | +655.6% |
| All | +79.3% | +320.3% | -241.0% | +25.1% |
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