+32.3%
VCIT vs INSM
+727.1%
-694.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.0% | 0.0% |
| 7D | -0.5% | +9.8% | -10.3% | -0.6% |
| 30D | +1.5% | +22.5% | -21.0% | +1.3% |
| 3M | -1.0% | -8.9% | +8.0% | -0.9% |
| 6M | -1.7% | +16.2% | -17.9% | -1.8% |
| YTD | -1.4% | -30.6% | +29.3% | -1.2% |
| 1Y | -0.9% | -37.7% | +36.7% | -0.8% |
| 3Y | +19.8% | +408.4% | -388.6% | +18.1% |
| 5Y | +4.6% | +279.6% | -275.0% | +3.1% |
| All | +32.3% | +727.1% | -694.7% | +29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside INSM.
Daily Out/Under-Performance
Portfolio return minus INSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INSM 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 INSM 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