+19.2%
ISRG vs IWD
+70.7%
-51.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -2.9% |
| 3M | -12.4% | +7.2% | -19.7% | -18.9% |
| 6M | -26.8% | +16.2% | -43.0% | -38.1% |
| YTD | -35.3% | +23.3% | -58.6% | -48.9% |
| 1Y | -19.3% | +29.6% | -48.9% | -39.9% |
| All | +19.2% | +70.7% | -51.5% | -36.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling