+22,229.9%
ISRG vs IVZ
+112.2%
+22,117.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.4% | -3.4% |
| 7D | +4.8% | -2.4% | +7.3% | +5.7% |
| 30D | +9.2% | -11.2% | +20.4% | +13.5% |
| 3M | +21.2% | -14.0% | +35.1% | +27.1% |
| 6M | +0.2% | +0.5% | -0.2% | -0.6% |
| YTD | -20.1% | +5.4% | -25.5% | -22.4% |
| 1Y | -17.3% | +19.5% | -36.8% | -23.2% |
| 3Y | +63.3% | +128.7% | -65.4% | +18.6% |
| 5Y | +24.1% | +28.8% | -4.7% | +7.2% |
| 10Y | +507.0% | +52.3% | +454.6% | +346.1% |
| All | +22,229.9% | +112.2% | +22,117.7% | +9,218.8% |
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