Any source for that? I am pretty sure insertion sort has a lower constant than quick sort and merge sort. O(n^2) with low constant can beat O(n log n) when n is small.
Wikipedia agrees with me too about quick sort being slower:
https://en.wikipedia.org/wiki/Quicksort#Optimizations
EDIT: Wikipedia says the same about merge sort.
https://en.wikipedia.org/wiki/Merge_sort#Comparison_with_oth...