+2.0%
ISRG vs IWF
+73.7%
-71.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -1.6% | +0.5% | -2.1% | -2.1% |
| 30D | -2.3% | -0.4% | -1.9% | -2.0% |
| 3M | -12.4% | -2.6% | -9.8% | -10.8% |
| 6M | -26.8% | +9.1% | -36.0% | -33.7% |
| YTD | -35.3% | +4.5% | -39.7% | -38.6% |
| 1Y | -19.3% | +10.1% | -29.4% | -27.8% |
| 3Y | +18.1% | +77.6% | -59.5% | -37.2% |
| All | +2.0% | +73.7% | -71.7% | -43.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling