+5.7%
ISRG vs IEMG
+45.7%
-40.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.0% | +4.0% | +3.4% |
| 7D | -2.5% | -0.9% | -1.7% | -2.0% |
| 30D | -10.2% | +2.1% | -12.3% | -11.6% |
| 3M | -12.5% | +4.6% | -17.1% | -16.4% |
| 6M | -25.8% | +14.0% | -39.8% | -34.9% |
| YTD | -36.4% | +22.3% | -58.7% | -47.8% |
| 1Y | -19.9% | +30.7% | -50.6% | -38.0% |
| 3Y | +20.9% | +83.2% | -62.3% | -31.9% |
| 5Y | +5.7% | +47.0% | -41.3% | -28.6% |
| All | +5.7% | +45.7% | -40.1% | -28.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling