+363.6%
IGV vs ISRG
+542.9%
-179.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.7% |
| 7D | +2.3% | -2.0% | +4.4% | +3.4% |
| 30D | -6.0% | +5.6% | -11.6% | -8.9% |
| 3M | -4.8% | +10.5% | -15.3% | -10.2% |
| 6M | +14.2% | +2.6% | +11.6% | +10.1% |
| YTD | -4.2% | -21.7% | +17.4% | +6.1% |
| 1Y | -5.3% | -21.6% | +16.3% | +4.7% |
| 3Y | +38.8% | +57.0% | -18.3% | +1.1% |
| 5Y | +14.2% | +25.0% | -10.8% | -9.3% |
| All | +363.6% | +542.9% | -179.3% | +78.0% |
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