+7,573.3%
ISRG vs VWO
+328.1%
+7,245.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.6% | -1.4% |
| 7D | -1.6% | +1.1% | -2.7% | -2.3% |
| 30D | -2.3% | +2.4% | -4.6% | -3.9% |
| 3M | -12.4% | +2.0% | -14.4% | -13.9% |
| 6M | -26.8% | +10.7% | -37.5% | -32.2% |
| YTD | -35.3% | +14.4% | -49.7% | -41.5% |
| 1Y | -19.3% | +22.7% | -42.0% | -30.6% |
| 3Y | +18.1% | +64.2% | -46.1% | -17.3% |
| 5Y | +2.6% | +35.8% | -33.1% | -17.9% |
| 10Y | +379.4% | +114.7% | +264.7% | +182.9% |
| All | +7,573.3% | +328.1% | +7,245.2% | +1,801.0% |
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