+533.8%
ISRG vs IWF
+389.3%
+144.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.8% | -1.8% |
| 7D | -6.1% | +5.3% | -11.4% | -11.1% |
| 30D | +4.2% | -8.6% | +12.8% | +13.6% |
| 3M | +9.6% | -6.5% | +16.2% | +16.5% |
| 6M | +1.9% | -5.6% | +7.5% | +6.1% |
| YTD | -22.3% | -1.5% | -20.8% | -22.8% |
| 1Y | -23.2% | -2.8% | -20.3% | -22.6% |
| 3Y | +58.5% | +67.1% | -8.6% | -13.6% |
| 5Y | +23.9% | +57.6% | -33.7% | -27.2% |
| All | +533.8% | +389.3% | +144.6% | +6.4% |
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