+23,541.1%
ISRG vs IEF
+129.4%
+23,411.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.9% |
| 7D | -1.6% | -0.3% | -1.3% | -1.8% |
| 30D | -2.3% | -0.8% | -1.5% | -2.9% |
| 3M | -12.4% | -1.0% | -11.5% | -13.2% |
| 6M | -26.8% | -2.8% | -24.1% | -28.6% |
| YTD | -35.3% | -1.5% | -33.8% | -36.1% |
| 1Y | -19.3% | -0.4% | -18.9% | -19.7% |
| 3Y | +18.1% | +9.7% | +8.5% | +27.0% |
| 5Y | +2.6% | -8.3% | +11.0% | -11.3% |
| 10Y | +379.4% | +4.6% | +374.8% | +394.1% |
| All | +23,541.1% | +129.4% | +23,411.8% | +62,060.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling