+25.2%
ISRG vs IWD
+73.2%
-48.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | +2.1% | +1.6% | +0.5% | +0.2% |
| 30D | +6.2% | +3.6% | +2.6% | +1.6% |
| 3M | +14.4% | +2.0% | +12.4% | +11.7% |
| 6M | 0.0% | +13.1% | -13.1% | -14.3% |
| YTD | -20.5% | +26.2% | -46.7% | -41.2% |
| 1Y | -21.9% | +29.6% | -51.5% | -44.2% |
| 3Y | +62.2% | +84.3% | -22.1% | -29.0% |
| 5Y | +25.2% | +73.4% | -48.2% | -37.0% |
| All | +25.2% | +73.2% | -48.0% | -37.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling