+227.3%
INSM vs ROIV
+298.2%
-70.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.8% | +2.3% | +3.0% |
| 7D | +1.7% | +22.3% | -20.6% | -3.2% |
| 30D | -4.4% | +16.9% | -21.3% | -8.2% |
| 3M | +30.0% | +43.9% | -13.9% | +19.2% |
| 6M | -10.0% | +41.6% | -51.6% | -17.3% |
| YTD | -26.0% | +92.7% | -118.7% | -36.9% |
| 1Y | -12.5% | +210.2% | -222.7% | -32.6% |
| 3Y | +390.5% | +231.8% | +158.7% | +265.6% |
| 5Y | +357.7% | +319.8% | +37.9% | +169.3% |
| All | +227.3% | +298.2% | -70.9% | +95.1% |
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