-3.0%
ISRG vs IEF
-8.2%
+5.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.1% | -4.4% | -4.5% |
| 7D | -5.2% | +0.1% | -5.2% | -5.2% |
| 30D | -7.6% | -0.7% | -6.8% | -7.2% |
| 3M | -16.4% | -0.4% | -15.9% | -16.1% |
| 6M | -28.6% | -2.5% | -26.1% | -27.7% |
| YTD | -38.2% | -1.6% | -36.6% | -37.7% |
| 1Y | -25.5% | -1.3% | -24.2% | -25.0% |
| 3Y | +17.4% | +10.1% | +7.3% | +11.2% |
| 5Y | -3.0% | -8.3% | +5.3% | -8.1% |
| All | -3.0% | -8.2% | +5.2% | -8.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling