+91.9%
IREN vs INSM
+305.6%
-213.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.1% | +6.1% | +5.2% |
| 7D | +27.5% | +2.8% | +24.7% | +26.9% |
| 30D | +13.8% | -4.7% | +18.6% | +14.7% |
| 3M | -20.7% | +32.6% | -53.3% | -25.7% |
| 6M | +27.9% | -10.9% | +38.8% | +28.0% |
| YTD | +24.3% | -28.2% | +52.5% | +29.1% |
| 1Y | +79.2% | -14.9% | +94.0% | +79.2% |
| 3Y | +904.9% | +375.6% | +529.3% | +625.1% |
| All | +91.9% | +305.6% | -213.7% | +34.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling