+17,993.7%
ISRG vs ITOT
+896.7%
+17,097.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.5% |
| 7D | -1.6% | +0.1% | -1.7% | -1.7% |
| 30D | -2.3% | 0.0% | -2.3% | -2.3% |
| 3M | -12.4% | +2.0% | -14.4% | -14.5% |
| 6M | -26.8% | +13.0% | -39.9% | -36.8% |
| YTD | -35.3% | +14.0% | -49.2% | -44.6% |
| 1Y | -19.3% | +19.9% | -39.2% | -35.0% |
| 3Y | +18.1% | +75.8% | -57.7% | -38.8% |
| 5Y | +2.6% | +73.8% | -71.2% | -45.0% |
| 10Y | +379.4% | +295.9% | +83.5% | +2.6% |
| All | +17,993.7% | +896.7% | +17,097.0% | +929.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling