+78.5%
IREN vs INSM
+313.4%
-234.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.2% | -2.6% | -3.6% |
| 7D | +4.8% | +0.5% | +4.3% | +4.7% |
| 30D | +9.8% | -4.0% | +13.8% | +10.5% |
| 3M | -15.3% | +38.5% | -53.8% | -21.1% |
| 6M | +14.5% | -11.5% | +26.0% | +14.7% |
| YTD | +15.5% | -26.9% | +42.4% | +19.6% |
| 1Y | +29.8% | -12.8% | +42.5% | +29.2% |
| 3Y | +834.5% | +384.7% | +449.8% | +571.9% |
| All | +78.5% | +313.4% | -234.9% | +24.9% |
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