+753.4%
IWM vs INSM
-21.1%
+774.5%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.3% |
| 7D | +0.1% | +6.5% | -6.4% | -0.3% |
| 30D | -1.3% | +27.5% | -28.8% | -3.1% |
| 3M | +1.6% | +20.4% | -18.8% | 0.0% |
| 6M | +13.6% | -15.7% | +29.3% | +13.9% |
| YTD | +20.8% | -27.4% | +48.2% | +22.1% |
| 1Y | +26.4% | -11.4% | +37.8% | +26.0% |
| 3Y | +60.7% | +457.8% | -397.1% | +37.6% |
| 5Y | +38.2% | +343.0% | -304.8% | +18.9% |
| 10Y | +169.5% | +848.1% | -678.6% | +111.5% |
| All | +753.4% | -21.1% | +774.5% | +495.6% |
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