+62.5%
VUG vs INSM
+278.6%
-216.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.6% | -3.5% | -1.1% |
| 7D | +2.5% | +5.9% | -3.4% | +2.1% |
| 30D | -6.3% | +23.9% | -30.2% | -7.7% |
| 3M | -6.0% | -4.1% | -1.9% | -5.9% |
| 6M | -3.5% | +2.7% | -6.2% | -4.3% |
| YTD | +3.9% | -30.4% | +34.3% | +5.5% |
| 1Y | +5.1% | -36.6% | +41.7% | +7.2% |
| 3Y | +77.9% | +406.9% | -329.1% | +50.4% |
| All | +62.5% | +278.6% | -216.1% | +36.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling