+28,881.2%
ISRG vs IEF
+127.6%
+28,753.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.2% |
| 7D | -6.8% | -0.8% | -6.0% | -7.3% |
| 30D | +5.1% | +2.0% | +3.1% | +6.7% |
| 3M | +12.0% | -1.1% | +13.1% | +11.0% |
| 6M | +7.0% | -1.9% | +8.9% | +5.3% |
| YTD | -20.6% | -2.2% | -18.4% | -22.2% |
| 1Y | -21.4% | -2.3% | -19.1% | -23.0% |
| 3Y | +62.0% | +11.6% | +50.4% | +77.3% |
| 5Y | +28.1% | -7.1% | +35.2% | +13.0% |
| 10Y | +550.7% | +7.8% | +542.9% | +598.5% |
| All | +28,881.2% | +127.6% | +28,753.5% | +75,628.9% |
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