+539.2%
ISRG vs IWD
+203.0%
+336.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.6% |
| 7D | -2.0% | +2.3% | -4.3% | -4.5% |
| 30D | +5.6% | +3.6% | +2.0% | +1.6% |
| 3M | +10.5% | +2.2% | +8.4% | +8.1% |
| 6M | +2.6% | +13.0% | -10.3% | -10.3% |
| YTD | -21.7% | +26.5% | -48.2% | -40.0% |
| 1Y | -21.6% | +30.1% | -51.7% | -41.8% |
| 3Y | +57.0% | +84.9% | -27.8% | -21.8% |
| 5Y | +25.0% | +73.4% | -48.4% | -31.6% |
| All | +539.2% | +203.0% | +336.2% | +112.1% |
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