+161.1%
VEA vs INSM
+884.9%
-723.8%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +1.0% |
| 7D | -1.5% | +2.5% | -3.9% | -1.6% |
| 30D | -0.8% | -2.2% | +1.3% | -0.7% |
| 3M | +2.5% | +33.8% | -31.3% | +0.4% |
| 6M | +11.1% | -7.2% | +18.3% | +10.9% |
| YTD | +17.2% | -25.6% | +42.8% | +18.2% |
| 1Y | +24.5% | -11.2% | +35.7% | +24.1% |
| 3Y | +75.4% | +388.3% | -312.9% | +54.0% |
| 5Y | +61.1% | +376.6% | -315.6% | +39.2% |
| All | +161.1% | +884.9% | -723.8% | +120.5% |
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