+729.5%
IVV vs INSM
-25.3%
+754.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.9% | -3.3% | -0.5% |
| 7D | -0.6% | +14.4% | -15.0% | -1.2% |
| 30D | -3.7% | +18.8% | -22.4% | -4.5% |
| 3M | -2.7% | -11.3% | +8.6% | -2.3% |
| 6M | +2.2% | +17.9% | -15.7% | +1.0% |
| YTD | +10.9% | -31.3% | +42.2% | +11.9% |
| 1Y | +11.3% | -37.7% | +49.1% | +12.7% |
| 3Y | +76.9% | +403.1% | -326.2% | +59.1% |
| 5Y | +73.5% | +279.3% | -205.9% | +56.6% |
| 10Y | +307.4% | +740.9% | -433.5% | +242.8% |
| All | +729.5% | -25.3% | +754.8% | +530.7% |
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