+22,093.8%
ISRG vs IWF
+591.2%
+21,502.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.4% | -1.4% |
| 7D | +2.1% | -2.9% | +5.0% | +4.8% |
| 30D | +6.2% | -10.9% | +17.0% | +18.1% |
| 3M | +14.4% | -8.1% | +22.5% | +23.2% |
| 6M | 0.0% | -7.5% | +7.5% | +6.2% |
| YTD | -20.5% | -3.4% | -17.2% | -19.3% |
| 1Y | -21.9% | -5.0% | -16.9% | -19.4% |
| 3Y | +62.2% | +64.0% | -1.8% | -3.8% |
| 5Y | +25.2% | +56.8% | -31.6% | -21.6% |
| 10Y | +537.3% | +381.2% | +156.1% | +38.1% |
| All | +22,093.8% | +591.2% | +21,502.6% | +2,827.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling