+500.7%
ISRG vs IWD
+207.5%
+293.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -3.0% | -2.9% |
| 7D | +4.8% | -0.5% | +5.3% | +5.6% |
| 30D | +9.2% | +2.7% | +6.6% | +6.3% |
| 3M | +21.2% | +0.9% | +20.3% | +20.3% |
| 6M | +0.2% | +10.5% | -10.3% | -10.2% |
| YTD | -20.1% | +23.7% | -43.8% | -37.0% |
| 1Y | -17.3% | +28.7% | -46.1% | -37.8% |
| 3Y | +63.3% | +79.7% | -16.4% | -15.7% |
| 5Y | +24.1% | +69.7% | -45.6% | -30.2% |
| All | +500.7% | +207.5% | +293.2% | +130.9% |
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