+17,983.8%
ISRG vs IVZ
+159.1%
+17,824.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -1.2% |
| 7D | -1.6% | +0.6% | -2.2% | -1.8% |
| 30D | -2.3% | +4.0% | -6.3% | -3.6% |
| 3M | -12.4% | +18.2% | -30.6% | -17.5% |
| 6M | -26.8% | +32.8% | -59.7% | -33.9% |
| YTD | -35.3% | +28.7% | -64.0% | -41.1% |
| 1Y | -19.3% | +55.4% | -74.7% | -31.3% |
| 3Y | +18.1% | +135.2% | -117.1% | -14.9% |
| 5Y | +2.6% | +64.2% | -61.5% | -18.3% |
| 10Y | +379.4% | +64.6% | +314.8% | +243.3% |
| All | +17,983.8% | +159.1% | +17,824.7% | +6,975.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling