+29.8%
VCIT vs INSM
+841.5%
-811.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.1% | -3.3% | -0.2% |
| 7D | -0.2% | +1.7% | -1.9% | -0.2% |
| 30D | -0.5% | -4.4% | +3.9% | -0.5% |
| 3M | -0.9% | +30.0% | -31.0% | -1.1% |
| 6M | -1.9% | -10.0% | +8.1% | -1.9% |
| YTD | -1.0% | -26.0% | +25.0% | -0.9% |
| 1Y | +0.2% | -12.5% | +12.7% | +0.2% |
| 3Y | +19.0% | +390.5% | -371.5% | +17.5% |
| 5Y | +3.1% | +357.7% | -354.7% | +1.5% |
| 10Y | +29.8% | +877.2% | -847.5% | +27.5% |
| All | +29.8% | +841.5% | -811.8% | +27.5% |
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