+551.4%
ISRG vs IEF
+7.1%
+544.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.4% | -2.4% |
| 7D | +2.1% | -0.2% | +2.3% | +2.1% |
| 30D | +6.2% | +1.8% | +4.4% | +6.3% |
| 3M | +14.4% | -1.2% | +15.6% | +14.3% |
| 6M | 0.0% | -2.5% | +2.5% | -0.3% |
| YTD | -20.5% | -2.5% | -18.1% | -20.8% |
| 1Y | -21.9% | -2.3% | -19.6% | -22.1% |
| 3Y | +62.2% | +11.3% | +50.9% | +65.2% |
| 5Y | +25.2% | -7.6% | +32.8% | +7.1% |
| All | +551.4% | +7.1% | +544.4% | +575.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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