+12.4%
IYR vs INSM
-40.6%
+53.1%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.3% | -2.2% | +3.0% |
| 7D | +6.9% | +13.4% | -6.5% | +6.6% |
| 30D | +10.2% | +5.9% | +4.3% | +10.0% |
| 3M | -0.3% | +11.4% | -11.7% | -0.7% |
| 6M | +3.6% | -21.4% | +25.1% | +4.5% |
| YTD | +12.5% | -36.8% | +49.3% | +13.9% |
| 1Y | +12.4% | -39.8% | +52.3% | +13.8% |
| All | +12.4% | -40.6% | +53.1% | +13.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling