+203.7%
INSM vs ROIV
+292.3%
-88.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.3% | +1.6% | +2.6% |
| 7D | +14.4% | +14.3% | +0.1% | +11.0% |
| 30D | +18.8% | +16.2% | +2.6% | +14.8% |
| 3M | -11.3% | +15.1% | -26.4% | -14.6% |
| 6M | +17.9% | +44.2% | -26.3% | +7.7% |
| YTD | -31.3% | +89.8% | -121.2% | -41.3% |
| 1Y | -37.7% | +94.6% | -132.3% | -47.0% |
| 3Y | +403.1% | +367.5% | +35.6% | +255.5% |
| 5Y | +279.3% | +421.4% | -142.1% | +128.4% |
| All | +203.7% | +292.3% | -88.6% | +81.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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