+12.9%
VT vs INSM
-36.4%
+49.3%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | +0.1% | +1.1% |
| 7D | -0.7% | +9.8% | -10.5% | -1.0% |
| 30D | -1.7% | +22.5% | -24.3% | -2.5% |
| 3M | -2.3% | -8.9% | +6.6% | -2.0% |
| 6M | +1.5% | +16.2% | -14.7% | +0.7% |
| YTD | +12.0% | -30.6% | +42.7% | +12.7% |
| 1Y | +12.9% | -37.7% | +50.5% | +13.0% |
| All | +12.9% | -36.4% | +49.3% | +13.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling