+362.3%
IGV vs ISRG
+537.7%
-175.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +2.0% |
| 7D | -1.3% | -6.8% | +5.5% | +2.2% |
| 30D | -8.1% | +5.1% | -13.3% | -10.8% |
| 3M | -1.6% | +12.0% | -13.7% | -7.8% |
| 6M | +12.7% | +7.0% | +5.7% | +6.2% |
| YTD | -3.3% | -20.6% | +17.4% | +6.5% |
| 1Y | -7.9% | -21.4% | +13.5% | +1.7% |
| 3Y | +40.3% | +62.0% | -21.7% | +0.5% |
| 5Y | +17.3% | +28.1% | -10.8% | -8.0% |
| 10Y | +362.3% | +550.7% | -188.4% | +76.4% |
| All | +362.3% | +537.7% | -175.4% | +76.4% |
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