+69.0%
ISRG vs IWD
+79.4%
-10.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.6% | -0.2% | +0.3% |
| 7D | +4.4% | -0.9% | +5.3% | +5.7% |
| 30D | +15.8% | +2.6% | +13.1% | +12.6% |
| 3M | +24.9% | +1.2% | +23.6% | +23.4% |
| 6M | +3.8% | +12.1% | -8.3% | -8.3% |
| YTD | -17.3% | +24.1% | -41.4% | -35.0% |
| 1Y | -14.6% | +28.5% | -43.1% | -35.5% |
| All | +69.0% | +79.4% | -10.4% | -11.7% |
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