+364.4%
IGV vs ISRG
+364.0%
+0.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.3% |
| 7D | -1.5% | -5.0% | +3.5% | +1.0% |
| 30D | -3.0% | -10.2% | +7.2% | +2.2% |
| 3M | +9.6% | -17.2% | +26.8% | +18.8% |
| 6M | +16.1% | -28.4% | +44.6% | +34.9% |
| YTD | -3.6% | -37.6% | +34.0% | +20.5% |
| 1Y | -7.8% | -24.4% | +16.6% | +2.7% |
| 3Y | +40.0% | +18.4% | +21.5% | +18.4% |
| 5Y | +21.2% | -1.0% | +22.2% | +9.0% |
| 10Y | +364.4% | +370.1% | -5.7% | +102.7% |
| All | +364.4% | +364.0% | +0.4% | +102.7% |
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