-24.3%
INSM vs IVZ
+185.4%
-209.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -0.5% |
| 7D | +2.8% | +1.1% | +1.7% | +2.4% |
| 30D | -4.7% | +3.1% | -7.8% | -5.7% |
| 3M | +32.6% | +18.2% | +14.5% | +25.5% |
| 6M | -10.9% | +38.6% | -49.5% | -19.6% |
| YTD | -28.2% | +25.9% | -54.1% | -33.9% |
| 1Y | -14.9% | +51.7% | -66.5% | -26.0% |
| 3Y | +375.6% | +138.7% | +236.9% | +250.5% |
| 5Y | +349.1% | +62.8% | +286.3% | +264.0% |
| 10Y | +796.6% | +60.9% | +735.6% | +579.8% |
| All | -24.3% | +185.4% | -209.7% | -30.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling