-19.3%
ISRG vs ITW
+5.8%
-25.1%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.3% | -0.7% |
| 7D | -1.6% | -3.6% | +2.0% | -0.6% |
| 30D | -2.3% | -9.1% | +6.9% | +0.3% |
| 3M | -12.4% | +8.2% | -20.7% | -13.1% |
| 6M | -26.8% | -4.8% | -22.1% | -27.1% |
| YTD | -35.3% | +11.0% | -46.3% | -36.4% |
| 1Y | -19.3% | +4.2% | -23.6% | -19.4% |
| All | -19.3% | +5.8% | -25.1% | -19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 1y: compounded portfolio wealth divided by compounded ITW 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…
1y analysis · Full analysis span regression · 6 months rolling