+9,182.3%
ISRG vs VWO
+293.6%
+8,888.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.9% |
| 7D | -2.0% | +2.0% | -4.0% | -3.4% |
| 30D | +5.6% | -4.3% | +9.8% | +8.7% |
| 3M | +10.5% | -6.4% | +16.9% | +15.5% |
| 6M | +2.6% | -5.6% | +8.3% | +6.2% |
| YTD | -21.7% | +5.2% | -26.9% | -25.1% |
| 1Y | -21.6% | +5.2% | -26.7% | -25.0% |
| 3Y | +57.0% | +55.5% | +1.5% | +13.8% |
| 5Y | +25.0% | +25.6% | -0.6% | +5.5% |
| 10Y | +542.1% | +110.8% | +431.3% | +284.6% |
| All | +9,182.3% | +293.6% | +8,888.7% | +2,333.7% |
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