+166.9%
VEA vs INSM
+1,718.3%
-1,551.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | -0.1% | -1.2% |
| 7D | -2.1% | +0.5% | -2.5% | -2.1% |
| 30D | -1.1% | -4.0% | +2.9% | -0.8% |
| 3M | +5.1% | +38.5% | -33.5% | +2.6% |
| 6M | +9.8% | -11.5% | +21.3% | +9.8% |
| YTD | +15.9% | -26.9% | +42.8% | +17.2% |
| 1Y | +24.6% | -12.8% | +37.3% | +24.2% |
| 3Y | +75.5% | +384.7% | -309.2% | +51.9% |
| 5Y | +59.4% | +368.8% | -309.4% | +36.1% |
| 10Y | +160.3% | +865.7% | -705.4% | +98.8% |
| All | +166.9% | +1,718.3% | -1,551.4% | +66.0% |
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