-10.5%
ISRG vs IWF
-1.6%
-8.9%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +0.4% | +9.0% | +9.2% |
| 7D | +8.5% | -4.2% | +12.7% | +10.8% |
| 30D | +18.6% | -8.1% | +26.7% | +23.7% |
| 3M | +30.9% | -5.1% | +36.0% | +34.0% |
| 6M | +6.6% | -1.4% | +8.0% | +5.1% |
| YTD | -14.9% | -0.1% | -14.8% | -16.5% |
| 1Y | -10.5% | -1.3% | -9.3% | -11.3% |
| All | -10.5% | -1.6% | -8.9% | -11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 1y: compounded portfolio wealth divided by compounded IWF 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…
1y analysis · Full analysis span regression · 6 months rolling