+366.0%
ISRG vs IVZ
+61.6%
+304.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.2% | -2.3% | -3.7% |
| 7D | -5.2% | +1.1% | -6.3% | -5.5% |
| 30D | -7.6% | +3.1% | -10.7% | -8.6% |
| 3M | -16.4% | +18.2% | -34.5% | -21.4% |
| 6M | -28.6% | +38.6% | -67.2% | -36.7% |
| YTD | -38.2% | +25.9% | -64.1% | -43.6% |
| 1Y | -25.5% | +51.7% | -77.2% | -36.7% |
| 3Y | +17.4% | +138.7% | -121.2% | -18.1% |
| 5Y | -3.0% | +62.8% | -65.8% | -24.5% |
| All | +366.0% | +61.6% | +304.4% | +223.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling