+25.5%
ISRG vs VWO
+25.3%
+0.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.9% |
| 7D | -2.0% | +2.0% | -4.0% | -3.5% |
| 30D | +5.6% | -4.3% | +9.8% | +9.1% |
| 3M | +10.5% | -6.4% | +16.9% | +16.1% |
| 6M | +2.6% | -5.6% | +8.3% | +6.6% |
| YTD | -21.7% | +5.2% | -26.9% | -26.2% |
| 1Y | -21.6% | +5.2% | -26.7% | -26.1% |
| 3Y | +57.0% | +55.5% | +1.5% | +2.3% |
| All | +25.5% | +25.3% | +0.2% | +3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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