+645.1%
ISRG vs IEFA
+205.6%
+439.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.4% |
| 7D | -6.8% | -1.1% | -5.7% | -5.8% |
| 30D | +5.1% | +1.3% | +3.8% | +3.9% |
| 3M | +12.0% | -3.2% | +15.2% | +15.5% |
| 6M | +7.0% | +2.0% | +5.0% | +4.6% |
| YTD | -20.6% | +10.7% | -31.3% | -28.8% |
| 1Y | -21.4% | +13.0% | -34.4% | -30.9% |
| 3Y | +62.0% | +67.1% | -5.1% | -3.0% |
| 5Y | +28.1% | +49.4% | -21.2% | -13.9% |
| 10Y | +550.7% | +148.2% | +402.5% | +194.8% |
| All | +645.1% | +205.6% | +439.5% | +204.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling