+740.2%
IVV vs INSM
-24.5%
+764.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +1.2% |
| 7D | -0.9% | +9.8% | -10.7% | -1.3% |
| 30D | -2.3% | +22.5% | -24.9% | -3.3% |
| 3M | -1.2% | -8.9% | +7.8% | -0.9% |
| 6M | +3.3% | +16.2% | -12.9% | +2.1% |
| YTD | +12.3% | -30.6% | +42.9% | +13.3% |
| 1Y | +12.5% | -37.7% | +50.2% | +14.0% |
| 3Y | +79.2% | +408.4% | -329.3% | +61.1% |
| 5Y | +75.6% | +279.6% | -204.0% | +58.5% |
| 10Y | +313.4% | +735.6% | -422.3% | +247.9% |
| All | +740.2% | -24.5% | +764.7% | +538.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling