+749.7%
IVV vs INSM
-21.1%
+770.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.4% |
| 7D | +0.1% | +6.5% | -6.4% | -0.2% |
| 30D | +0.1% | +27.5% | -27.5% | -1.2% |
| 3M | +2.0% | +20.4% | -18.4% | +0.8% |
| 6M | +13.0% | -15.7% | +28.8% | +13.3% |
| YTD | +13.6% | -27.4% | +41.0% | +14.5% |
| 1Y | +20.1% | -11.4% | +31.5% | +19.7% |
| 3Y | +77.6% | +457.8% | -380.2% | +59.0% |
| 5Y | +82.5% | +343.0% | -260.5% | +63.6% |
| 10Y | +316.5% | +848.1% | -531.6% | +248.8% |
| All | +749.7% | -21.1% | +770.8% | +545.2% |
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