+3.5%
ISRG vs VWO
+34.2%
-30.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.3% |
| 7D | -5.0% | +0.2% | -5.2% | -5.1% |
| 30D | -10.2% | +0.9% | -11.1% | -10.9% |
| 3M | -17.2% | +4.3% | -21.5% | -20.1% |
| 6M | -28.4% | +10.5% | -39.0% | -34.6% |
| YTD | -37.6% | +13.4% | -51.0% | -44.3% |
| 1Y | -24.4% | +18.6% | -43.0% | -35.2% |
| 3Y | +18.4% | +65.8% | -47.4% | -25.4% |
| All | +3.5% | +34.2% | -30.6% | -23.3% |
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