+30.6%
VCIT vs INSM
+803.5%
-772.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | +0.1% |
| 7D | +0.7% | +6.2% | -5.5% | +0.7% |
| 30D | +1.8% | +15.4% | -13.6% | +1.7% |
| 3M | -1.6% | -11.4% | +9.9% | -1.5% |
| 6M | -2.1% | +14.6% | -16.6% | -2.2% |
| YTD | -1.6% | -33.3% | +31.7% | -1.4% |
| 1Y | -0.8% | -38.8% | +38.0% | -0.6% |
| 3Y | +19.9% | +395.7% | -375.8% | +18.3% |
| 5Y | +3.3% | +258.9% | -255.6% | +1.9% |
| 10Y | +30.6% | +754.3% | -723.7% | +28.0% |
| All | +30.6% | +803.5% | -772.9% | +28.0% |
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