+480.4%
ISRG vs IEMG
+143.9%
+336.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.1% | -4.6% | -4.6% |
| 7D | -5.2% | +2.8% | -8.0% | -7.0% |
| 30D | -7.6% | +4.6% | -12.2% | -10.6% |
| 3M | -16.4% | +5.5% | -21.9% | -20.3% |
| 6M | -28.6% | +19.7% | -48.3% | -38.7% |
| YTD | -38.2% | +25.5% | -63.7% | -49.0% |
| 1Y | -25.5% | +35.5% | -61.0% | -42.0% |
| 3Y | +17.4% | +88.0% | -70.6% | -28.6% |
| 5Y | -3.0% | +50.6% | -53.6% | -30.8% |
| 10Y | +356.0% | +138.4% | +217.6% | +144.9% |
| All | +480.4% | +143.9% | +336.5% | +202.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling