+376.2%
ISRG vs IWD
+197.9%
+178.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.2% | -0.1% |
| 7D | -1.6% | -0.3% | -1.3% | -1.3% |
| 30D | -2.3% | +0.6% | -2.9% | -2.8% |
| 3M | -12.4% | +7.2% | -19.7% | -18.9% |
| 6M | -26.8% | +16.2% | -43.0% | -38.2% |
| YTD | -35.3% | +23.3% | -58.6% | -48.9% |
| 1Y | -19.3% | +29.6% | -48.9% | -39.8% |
| 3Y | +18.1% | +70.5% | -52.3% | -35.2% |
| 5Y | +2.6% | +73.5% | -70.8% | -43.5% |
| All | +376.2% | +197.9% | +178.2% | +64.5% |
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