+16.8%
ISRG vs IEFA
+65.6%
-48.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +1.9% | +1.8% |
| 7D | -5.0% | -0.5% | -4.6% | -4.6% |
| 30D | -10.2% | -1.1% | -9.1% | -9.3% |
| 3M | -17.2% | +5.1% | -22.3% | -20.9% |
| 6M | -28.4% | +9.3% | -37.7% | -34.3% |
| YTD | -37.6% | +13.0% | -50.6% | -44.9% |
| 1Y | -24.4% | +19.2% | -43.6% | -36.8% |
| All | +16.8% | +65.6% | -48.7% | -32.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling