+370.1%
ISRG vs IVZ
+60.3%
+309.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.2% |
| 7D | -5.0% | +1.2% | -6.2% | -5.4% |
| 30D | -10.2% | +1.8% | -12.0% | -10.8% |
| 3M | -17.2% | +15.7% | -32.9% | -21.6% |
| 6M | -28.4% | +36.3% | -64.8% | -36.3% |
| YTD | -37.6% | +24.9% | -62.6% | -43.0% |
| 1Y | -24.4% | +48.9% | -73.4% | -35.3% |
| 3Y | +18.4% | +136.8% | -118.4% | -17.1% |
| 5Y | -1.0% | +60.0% | -60.9% | -22.5% |
| 10Y | +370.1% | +63.4% | +306.8% | +226.7% |
| All | +370.1% | +60.3% | +309.8% | +226.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded IVZ 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling