-20.1%
ISRG vs IWD
+29.9%
-50.0%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.0% | -0.3% | -0.8% |
| 7D | +5.4% | +1.3% | +4.2% | +3.9% |
| 30D | +8.6% | +3.6% | +5.1% | +4.5% |
| 3M | +21.6% | +2.3% | +19.2% | +18.7% |
| 6M | +2.3% | +13.0% | -10.7% | -9.0% |
| YTD | -18.7% | +26.2% | -44.9% | -34.4% |
| All | -20.1% | +29.9% | -50.0% | -37.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling