+507.8%
ISRG vs IEFA
+217.0%
+290.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -1.0% | -1.0% |
| 7D | -1.6% | +0.6% | -2.2% | -2.1% |
| 30D | -2.3% | +1.0% | -3.3% | -3.3% |
| 3M | -12.4% | +4.7% | -17.2% | -16.5% |
| 6M | -26.8% | +8.6% | -35.4% | -32.8% |
| YTD | -35.3% | +14.8% | -50.1% | -43.9% |
| 1Y | -19.3% | +22.6% | -41.9% | -34.4% |
| 3Y | +18.1% | +67.0% | -48.9% | -29.1% |
| 5Y | +2.6% | +52.3% | -49.6% | -32.4% |
| 10Y | +379.4% | +147.3% | +232.1% | +114.4% |
| All | +507.8% | +217.0% | +290.7% | +139.5% |
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