+17.4%
ISRG vs IWF
+79.6%
-62.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.3% | -4.2% | -4.2% |
| 7D | -5.2% | +1.5% | -6.7% | -6.4% |
| 30D | -7.6% | -1.3% | -6.3% | -6.6% |
| 3M | -16.4% | +0.1% | -16.5% | -16.8% |
| 6M | -28.6% | +10.3% | -38.8% | -35.2% |
| YTD | -38.2% | +4.2% | -42.3% | -40.9% |
| 1Y | -25.5% | +9.3% | -34.8% | -32.2% |
| 3Y | +17.4% | +79.3% | -61.9% | -37.6% |
| All | +17.4% | +79.6% | -62.2% | -37.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling