+16.8%
ISRG vs IEF
+10.0%
+6.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.0% |
| 7D | -5.0% | -0.3% | -4.7% | -4.9% |
| 30D | -10.2% | -0.6% | -9.6% | -10.0% |
| 3M | -17.2% | -1.0% | -16.2% | -16.8% |
| 6M | -28.4% | -3.1% | -25.4% | -27.6% |
| YTD | -37.6% | -1.9% | -35.8% | -37.1% |
| 1Y | -24.4% | -1.4% | -23.1% | -23.9% |
| All | +16.8% | +10.0% | +6.8% | +7.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling