+165.3%
IWM vs INSM
+868.6%
-703.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.9% |
| 7D | -2.5% | +0.5% | -3.0% | -2.6% |
| 30D | -4.4% | -4.0% | -0.4% | -4.1% |
| 3M | +2.2% | +38.5% | -36.3% | -1.5% |
| 6M | +14.0% | -11.5% | +25.5% | +14.0% |
| YTD | +17.4% | -26.9% | +44.2% | +19.3% |
| 1Y | +22.9% | -12.8% | +35.7% | +22.4% |
| 3Y | +62.1% | +384.7% | -322.6% | +30.2% |
| 5Y | +38.2% | +368.8% | -330.6% | +8.8% |
| All | +165.3% | +868.6% | -703.4% | +96.1% |
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