+702.3%
IWM vs INSM
-24.3%
+726.5%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -2.9% | -0.5% |
| 7D | +1.4% | +5.9% | -4.5% | +1.0% |
| 30D | +2.3% | +23.9% | -21.6% | +0.8% |
| 3M | -8.3% | -4.1% | -4.2% | -8.2% |
| 6M | -1.3% | +2.7% | -4.0% | -2.1% |
| YTD | +13.5% | -30.4% | +43.9% | +15.0% |
| 1Y | +18.4% | -36.6% | +55.0% | +20.4% |
| 3Y | +69.6% | +406.9% | -337.3% | +46.1% |
| 5Y | +23.3% | +280.3% | -257.0% | +7.0% |
| 10Y | +147.0% | +738.5% | -591.5% | +95.1% |
| All | +702.3% | -24.3% | +726.5% | +460.5% |
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