+200.1%
INSM vs ROIV
+280.9%
-80.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.4% | +2.2% | -1.2% |
| 7D | +8.6% | +9.2% | -0.6% | +6.4% |
| 30D | +22.0% | +19.9% | +2.1% | +17.0% |
| 3M | -10.7% | +10.6% | -21.3% | -13.3% |
| 6M | +1.8% | +36.1% | -34.3% | -5.8% |
| YTD | -32.2% | +84.3% | -116.4% | -41.6% |
| 1Y | -39.3% | +87.6% | -126.8% | -47.9% |
| 3Y | +397.1% | +353.9% | +43.2% | +253.7% |
| 5Y | +270.6% | +376.1% | -105.5% | +125.1% |
| All | +200.1% | +280.9% | -80.8% | +80.5% |
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