+29,592.3%
ISRG vs IEF
+129.0%
+29,463.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.7% |
| 7D | +5.4% | +0.3% | +5.1% | +5.7% |
| 30D | +8.6% | +2.7% | +5.9% | +10.8% |
| 3M | +21.6% | -0.8% | +22.4% | +20.8% |
| 6M | +2.3% | -1.7% | +4.0% | +0.9% |
| YTD | -18.7% | -1.6% | -17.0% | -19.9% |
| 1Y | -17.8% | -1.6% | -16.2% | -18.9% |
| 3Y | +69.1% | +12.4% | +56.7% | +86.1% |
| 5Y | +26.5% | -7.6% | +34.1% | +10.4% |
| 10Y | +536.3% | +7.6% | +528.7% | +579.4% |
| All | +29,592.3% | +129.0% | +29,463.2% | +77,859.4% |
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