+941.2%
IGV vs ISRG
+14,584.8%
-13,643.6%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.4% | -0.2% |
| 7D | +2.5% | -6.1% | +8.6% | +4.2% |
| 30D | -8.6% | +4.2% | -12.8% | -9.7% |
| 3M | -1.6% | +9.6% | -11.2% | -4.3% |
| 6M | +13.4% | +1.9% | +11.6% | +11.7% |
| YTD | -4.0% | -22.3% | +18.3% | +1.5% |
| 1Y | -7.6% | -23.2% | +15.5% | -2.1% |
| 3Y | +39.3% | +58.5% | -19.2% | +21.0% |
| 5Y | +14.5% | +23.9% | -9.4% | +4.8% |
| 10Y | +358.7% | +536.7% | -178.0% | +195.1% |
| All | +941.2% | +14,584.8% | -13,643.6% | +239.1% |
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