+297.8%
VTI vs INSM
+884.9%
-587.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.7% |
| 7D | -0.9% | +2.5% | -3.4% | -1.1% |
| 30D | -1.4% | -2.2% | +0.7% | -1.3% |
| 3M | +3.6% | +33.8% | -30.2% | +1.1% |
| 6M | +13.6% | -7.2% | +20.8% | +13.2% |
| YTD | +12.9% | -25.6% | +38.6% | +14.1% |
| 1Y | +17.2% | -11.2% | +28.5% | +16.7% |
| 3Y | +75.7% | +388.3% | -312.7% | +49.3% |
| 5Y | +75.4% | +376.6% | -301.2% | +46.3% |
| All | +297.8% | +884.9% | -587.1% | +216.0% |
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 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