+370.1%
ISRG vs IWF
+412.6%
-42.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.3% | +1.4% |
| 7D | -5.0% | +0.5% | -5.5% | -5.6% |
| 30D | -10.2% | -1.4% | -8.8% | -9.0% |
| 3M | -17.2% | +0.4% | -17.6% | -18.2% |
| 6M | -28.4% | +8.5% | -36.9% | -35.2% |
| YTD | -37.6% | +3.7% | -41.3% | -40.7% |
| 1Y | -24.4% | +8.5% | -32.9% | -31.9% |
| 3Y | +18.4% | +78.5% | -60.1% | -39.1% |
| 5Y | -1.0% | +73.6% | -74.6% | -47.1% |
| 10Y | +370.1% | +421.3% | -51.1% | -22.8% |
| All | +370.1% | +412.6% | -42.5% | -22.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling