+374.7%
ISRG vs IEFA
+145.9%
+228.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.9% | +3.0% | +3.0% |
| 7D | -2.5% | -2.4% | -0.1% | +0.1% |
| 30D | -10.2% | -2.1% | -8.1% | -8.1% |
| 3M | -12.5% | +5.5% | -18.1% | -17.8% |
| 6M | -25.8% | +8.1% | -33.9% | -32.5% |
| YTD | -36.4% | +11.9% | -48.3% | -44.5% |
| 1Y | -19.9% | +18.1% | -38.0% | -34.3% |
| 3Y | +20.9% | +65.5% | -44.6% | -33.0% |
| 5Y | +5.7% | +50.1% | -44.4% | -33.9% |
| All | +374.7% | +145.9% | +228.9% | +86.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 10y: compounded portfolio wealth divided by compounded IEFA 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…
10y analysis · Full analysis span regression · 6 months rolling