-1.0%
ISRG vs ITW
+33.8%
-34.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | +1.9% |
| 7D | -5.0% | -1.9% | -3.1% | -4.0% |
| 30D | -10.2% | -10.4% | +0.2% | -4.4% |
| 3M | -17.2% | +3.5% | -20.7% | -18.9% |
| 6M | -28.4% | -3.4% | -25.1% | -27.2% |
| YTD | -37.6% | +8.5% | -46.1% | -41.4% |
| 1Y | -24.4% | +3.2% | -27.7% | -26.9% |
| 3Y | +18.4% | +18.9% | -0.4% | +1.0% |
| 5Y | -1.0% | +35.0% | -36.0% | -27.7% |
| All | -1.0% | +33.8% | -34.8% | -27.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling