+536.3%
ISRG vs IWD
+212.1%
+324.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.0% | -0.3% | -0.6% |
| 7D | +5.4% | +1.3% | +4.2% | +4.1% |
| 30D | +8.6% | +3.6% | +5.1% | +4.6% |
| 3M | +21.6% | +2.3% | +19.2% | +18.7% |
| 6M | +2.3% | +13.0% | -10.7% | -10.7% |
| YTD | -18.7% | +26.2% | -44.9% | -37.5% |
| 1Y | -17.8% | +30.5% | -48.2% | -39.1% |
| 3Y | +69.1% | +86.2% | -17.1% | -16.4% |
| 5Y | +26.5% | +72.9% | -46.4% | -30.5% |
| 10Y | +536.3% | +205.0% | +331.2% | +111.6% |
| All | +536.3% | +212.1% | +324.2% | +111.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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