+550.7%
ISRG vs IWD
+205.2%
+345.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.6% | -0.6% |
| 7D | -6.8% | -0.6% | -6.2% | -6.2% |
| 30D | +5.1% | +3.6% | +1.5% | +1.1% |
| 3M | +12.0% | +2.7% | +9.4% | +9.0% |
| 6M | +7.0% | +13.2% | -6.2% | -6.7% |
| YTD | -20.6% | +26.8% | -47.4% | -39.3% |
| 1Y | -21.4% | +29.3% | -50.7% | -41.2% |
| 3Y | +62.0% | +85.1% | -23.1% | -19.4% |
| 5Y | +28.1% | +74.2% | -46.1% | -30.2% |
| 10Y | +550.7% | +204.6% | +346.1% | +114.8% |
| All | +550.7% | +205.2% | +345.4% | +114.8% |
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