+380.3%
INSM vs IVZ
+132.2%
+248.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.1% |
| 7D | +0.5% | -2.4% | +2.9% | +1.0% |
| 30D | -4.0% | +2.5% | -6.5% | -4.5% |
| 3M | +38.5% | +17.1% | +21.5% | +33.3% |
| 6M | -11.5% | +35.1% | -46.7% | -17.2% |
| YTD | -26.9% | +24.3% | -51.2% | -30.9% |
| 1Y | -12.8% | +48.7% | -61.4% | -21.2% |
| All | +380.3% | +132.2% | +248.1% | +270.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling