+290.8%
EWY vs ISRG
+380.4%
-89.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +2.0% | -6.2% | -4.9% |
| 7D | +1.2% | -2.5% | +3.8% | +2.0% |
| 30D | +9.3% | -10.2% | +19.5% | +13.1% |
| 3M | +2.4% | -12.5% | +14.9% | +5.6% |
| 6M | +40.3% | -25.8% | +66.1% | +53.3% |
| YTD | +88.0% | -36.4% | +124.4% | +117.2% |
| 1Y | +143.8% | -19.9% | +163.7% | +156.7% |
| 3Y | +217.8% | +20.9% | +196.9% | +176.9% |
| 5Y | +142.7% | +5.7% | +137.1% | +115.0% |
| All | +290.8% | +380.4% | -89.6% | +85.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ISRG.
Daily Out/Under-Performance
Portfolio return minus ISRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ISRG 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 ISRG 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