+537.3%
ISRG vs IWD
+203.8%
+333.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | +2.1% | +1.6% | +0.5% | +0.5% |
| 30D | +6.2% | +3.6% | +2.6% | +2.2% |
| 3M | +14.4% | +2.0% | +12.4% | +12.0% |
| 6M | 0.0% | +13.1% | -13.1% | -12.7% |
| YTD | -20.5% | +26.2% | -46.7% | -38.9% |
| 1Y | -21.9% | +29.6% | -51.5% | -41.8% |
| 3Y | +62.2% | +84.3% | -22.1% | -18.9% |
| 5Y | +25.2% | +73.4% | -48.2% | -31.5% |
| 10Y | +537.3% | +202.4% | +334.9% | +105.9% |
| All | +537.3% | +203.8% | +333.6% | +105.9% |
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