+23.9%
ISRG vs IWD
+68.9%
-45.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -3.0% | -2.9% |
| 7D | +4.8% | -0.5% | +5.3% | +5.7% |
| 30D | +9.2% | +2.7% | +6.6% | +5.8% |
| 3M | +21.2% | +0.9% | +20.3% | +20.1% |
| 6M | +0.2% | +10.5% | -10.3% | -11.6% |
| YTD | -20.1% | +23.7% | -43.8% | -39.2% |
| 1Y | -17.3% | +28.7% | -46.1% | -40.4% |
| 3Y | +63.3% | +79.7% | -16.4% | -26.0% |
| All | +23.9% | +68.9% | -45.0% | -35.7% |
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 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