+26.5%
ISRG vs IEF
-7.6%
+34.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.7% |
| 7D | +5.4% | +0.3% | +5.1% | +5.3% |
| 30D | +8.6% | +2.7% | +5.9% | +7.3% |
| 3M | +21.6% | -0.8% | +22.4% | +22.0% |
| 6M | +2.3% | -1.7% | +4.0% | +3.1% |
| YTD | -18.7% | -1.6% | -17.0% | -18.0% |
| 1Y | -17.8% | -1.6% | -16.2% | -17.1% |
| 3Y | +69.1% | +12.4% | +56.7% | +58.3% |
| 5Y | +26.5% | -7.6% | +34.1% | +15.2% |
| All | +26.5% | -7.6% | +34.0% | +15.2% |
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