+539.2%
ISRG vs ITW
+192.7%
+346.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.6% | +0.7% |
| 7D | -2.0% | +2.3% | -4.4% | -3.4% |
| 30D | +5.6% | +6.7% | -1.1% | +1.5% |
| 3M | +10.5% | -0.5% | +11.1% | +10.8% |
| 6M | +2.6% | +16.4% | -13.8% | -6.6% |
| YTD | -21.7% | +19.0% | -40.6% | -30.5% |
| 1Y | -21.6% | +20.2% | -41.8% | -31.0% |
| 3Y | +57.0% | +33.1% | +24.0% | +26.5% |
| 5Y | +25.0% | +35.7% | -10.7% | -2.0% |
| All | +539.2% | +192.7% | +346.5% | +217.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling