+322.1%
IVV vs INSM
+841.5%
-519.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.1% | -3.5% | -0.6% |
| 7D | -0.4% | +1.7% | -2.1% | -0.5% |
| 30D | -1.4% | -4.4% | +3.0% | -1.1% |
| 3M | +3.7% | +30.0% | -26.3% | +1.5% |
| 6M | +13.0% | -10.0% | +23.1% | +12.9% |
| YTD | +12.4% | -26.0% | +38.4% | +13.6% |
| 1Y | +18.6% | -12.5% | +31.1% | +18.2% |
| 3Y | +78.1% | +390.5% | -312.4% | +52.5% |
| 5Y | +82.3% | +357.7% | -275.4% | +53.8% |
| 10Y | +322.1% | +877.2% | -555.1% | +236.8% |
| All | +322.1% | +841.5% | -519.4% | +236.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling