-39.8%
INSM vs IVZ
+30.5%
-70.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +4.2% | +1.1% | +4.7% |
| 7D | +13.4% | +2.6% | +10.8% | +12.9% |
| 30D | +5.9% | -3.5% | +9.4% | +6.3% |
| 3M | +11.4% | -7.4% | +18.8% | +12.4% |
| 6M | -21.4% | +14.7% | -36.1% | -23.5% |
| YTD | -36.8% | +14.6% | -51.4% | -40.1% |
| 1Y | -39.8% | +30.7% | -70.5% | -43.9% |
| All | -39.8% | +30.5% | -70.4% | -43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 1y: compounded portfolio wealth divided by compounded IVZ 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…
1y analysis · Full analysis span regression · 6 months rolling