+7,227.2%
ISRG vs VWO
+326.6%
+6,900.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.3% | -4.2% | -4.3% |
| 7D | -5.2% | +0.9% | -6.1% | -5.8% |
| 30D | -7.6% | +1.3% | -8.8% | -8.4% |
| 3M | -16.4% | +5.1% | -21.4% | -19.3% |
| 6M | -28.6% | +12.5% | -41.1% | -34.6% |
| YTD | -38.2% | +14.0% | -52.2% | -44.0% |
| 1Y | -25.5% | +19.7% | -45.2% | -34.8% |
| 3Y | +17.4% | +66.8% | -49.4% | -18.7% |
| 5Y | -3.0% | +36.2% | -39.2% | -22.5% |
| 10Y | +356.0% | +111.0% | +244.9% | +172.1% |
| All | +7,227.2% | +326.6% | +6,900.6% | +1,719.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling