-1.0%
ISRG vs ITOT
+73.3%
-74.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.5% |
| 7D | -5.0% | -0.4% | -4.6% | -4.6% |
| 30D | -10.2% | -1.6% | -8.6% | -8.4% |
| 3M | -17.2% | +3.5% | -20.7% | -20.7% |
| 6M | -28.4% | +13.1% | -41.6% | -38.8% |
| YTD | -37.6% | +12.7% | -50.4% | -46.4% |
| 1Y | -24.4% | +18.3% | -42.7% | -39.1% |
| 3Y | +18.4% | +76.4% | -57.9% | -43.2% |
| 5Y | -1.0% | +73.8% | -74.7% | -49.4% |
| All | -1.0% | +73.3% | -74.3% | -49.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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