+4.1%
VCIT vs INSM
+278.6%
-274.6%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.6% | -2.8% | -0.2% |
| 7D | -1.4% | +5.9% | -7.3% | -1.5% |
| 30D | +0.6% | +23.9% | -23.3% | +0.4% |
| 3M | -2.2% | -4.1% | +1.9% | -2.2% |
| 6M | -2.3% | +2.7% | -5.0% | -2.4% |
| YTD | -2.2% | -30.4% | +28.2% | -2.1% |
| 1Y | -1.4% | -36.6% | +35.2% | -1.2% |
| 3Y | +18.7% | +406.9% | -388.2% | +17.1% |
| All | +4.1% | +278.6% | -274.6% | +1.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling