+153.3%
EWY vs ISRG
-2.2%
+155.4%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.2% |
| 7D | +6.7% | -5.0% | +11.7% | +8.1% |
| 30D | +17.0% | -10.2% | +27.2% | +20.1% |
| 3M | +3.7% | -17.2% | +20.9% | +8.0% |
| 6M | +42.5% | -28.4% | +70.9% | +55.0% |
| YTD | +96.2% | -37.6% | +133.9% | +122.3% |
| 1Y | +160.4% | -24.4% | +184.8% | +176.8% |
| 3Y | +231.7% | +18.4% | +213.2% | +201.2% |
| 5Y | +153.3% | -1.0% | +154.2% | +127.2% |
| All | +153.3% | -2.2% | +155.4% | +127.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling