+973.2%
IGV vs ISRG
+12,141.5%
-11,168.3%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -2.0% |
| 7D | -4.5% | -1.6% | -2.9% | -4.1% |
| 30D | +3.2% | -2.3% | +5.5% | +3.8% |
| 3M | +4.5% | -12.4% | +17.0% | +7.6% |
| 6M | +22.1% | -26.8% | +48.9% | +31.4% |
| YTD | -1.0% | -35.3% | +34.2% | +10.1% |
| 1Y | -2.1% | -19.3% | +17.2% | +2.2% |
| 3Y | +44.6% | +18.1% | +26.4% | +35.9% |
| 5Y | +22.2% | +2.6% | +19.5% | +17.8% |
| 10Y | +364.7% | +379.4% | -14.7% | +220.6% |
| All | +973.2% | +12,141.5% | -11,168.3% | +267.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling