+539.2%
ISRG vs IWF
+383.8%
+155.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +2.0% | +2.0% |
| 7D | -2.0% | +2.8% | -4.8% | -4.9% |
| 30D | +5.6% | -7.5% | +13.1% | +13.7% |
| 3M | +10.5% | -8.5% | +19.0% | +20.1% |
| 6M | +2.6% | -7.4% | +10.0% | +9.1% |
| YTD | -21.7% | -2.6% | -19.0% | -21.2% |
| 1Y | -21.6% | -1.8% | -19.7% | -21.9% |
| 3Y | +57.0% | +65.5% | -8.4% | -13.5% |
| 5Y | +25.0% | +55.8% | -30.9% | -25.7% |
| All | +539.2% | +383.8% | +155.4% | +8.5% |
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