+57.0%
ISRG vs IWD
+85.1%
-28.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.6% |
| 7D | -2.0% | +2.3% | -4.3% | -4.6% |
| 30D | +5.6% | +3.6% | +2.0% | +1.5% |
| 3M | +10.5% | +2.2% | +8.4% | +8.1% |
| 6M | +2.6% | +13.0% | -10.3% | -10.1% |
| YTD | -21.7% | +26.5% | -48.2% | -39.8% |
| 1Y | -21.6% | +30.1% | -51.7% | -41.6% |
| 3Y | +57.0% | +84.9% | -27.8% | -18.8% |
| All | +57.0% | +85.1% | -28.1% | -18.8% |
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 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