+22,093.8%
ISRG vs IVZ
+126.2%
+21,967.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.1% | -2.2% |
| 7D | +2.1% | +2.2% | -0.1% | +1.3% |
| 30D | +6.2% | -2.2% | +8.3% | +6.8% |
| 3M | +14.4% | -8.4% | +22.8% | +17.4% |
| 6M | 0.0% | +6.2% | -6.2% | -2.6% |
| YTD | -20.5% | +12.4% | -32.9% | -24.6% |
| 1Y | -21.9% | +26.0% | -47.9% | -28.8% |
| 3Y | +62.2% | +147.9% | -85.7% | +14.6% |
| 5Y | +25.2% | +38.8% | -13.6% | +5.4% |
| 10Y | +537.3% | +44.6% | +492.8% | +376.9% |
| All | +22,093.8% | +126.2% | +21,967.6% | +8,961.8% |
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