+833.7%
INSM vs IVZ
+65.9%
+767.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.2% |
| 7D | +2.5% | -2.4% | +4.9% | +3.4% |
| 30D | -2.2% | +3.0% | -5.2% | -3.5% |
| 3M | +33.8% | +14.9% | +18.9% | +25.4% |
| 6M | -7.2% | +36.7% | -43.9% | -18.9% |
| YTD | -25.6% | +25.7% | -51.3% | -33.5% |
| 1Y | -11.2% | +47.7% | -58.9% | -26.2% |
| 3Y | +388.3% | +138.8% | +249.5% | +215.1% |
| 5Y | +376.6% | +62.1% | +314.6% | +253.0% |
| All | +833.7% | +65.9% | +767.8% | +417.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling