+367.9%
INSM vs IVZ
+61.1%
+306.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.3% |
| 7D | +2.5% | -2.4% | +4.9% | +3.2% |
| 30D | -2.2% | +3.0% | -5.2% | -3.2% |
| 3M | +33.8% | +14.9% | +18.9% | +27.0% |
| 6M | -7.2% | +36.7% | -43.9% | -16.6% |
| YTD | -25.6% | +25.7% | -51.3% | -32.0% |
| 1Y | -11.2% | +47.7% | -58.9% | -23.6% |
| 3Y | +388.3% | +138.8% | +249.5% | +236.1% |
| All | +367.9% | +61.1% | +306.8% | +265.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling