+22,068.6%
ISRG vs ITW
+1,609.9%
+20,458.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | -6.8% | -1.6% | -5.1% | -5.9% |
| 30D | +5.1% | +8.9% | -3.8% | +0.1% |
| 3M | +12.0% | -0.9% | +12.9% | +12.4% |
| 6M | +7.0% | +16.0% | -9.0% | -1.9% |
| YTD | -20.6% | +19.4% | -40.1% | -29.2% |
| 1Y | -21.4% | +20.7% | -42.1% | -30.4% |
| 3Y | +62.0% | +33.4% | +28.6% | +33.2% |
| 5Y | +28.1% | +39.1% | -10.9% | +2.4% |
| 10Y | +550.7% | +195.3% | +355.4% | +227.8% |
| All | +22,068.6% | +1,609.9% | +20,458.7% | +4,446.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling