+386.2%
ISRG vs IEMG
+145.8%
+240.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.2% | +1.2% | +1.5% |
| 7D | +0.7% | -1.3% | +2.0% | +1.6% |
| 30D | -8.0% | +1.9% | -9.9% | -9.6% |
| 3M | -10.6% | +1.4% | -12.0% | -12.7% |
| 6M | -25.1% | +15.2% | -40.3% | -35.3% |
| YTD | -34.8% | +23.8% | -58.6% | -47.4% |
| 1Y | -19.0% | +30.7% | -49.7% | -37.8% |
| 3Y | +22.1% | +83.3% | -61.2% | -30.9% |
| 5Y | +8.2% | +48.8% | -40.6% | -26.6% |
| All | +386.2% | +145.8% | +240.3% | +130.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IEMG.
Daily Out/Under-Performance
Portfolio return minus IEMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEMG 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 IEMG 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