+310.3%
IVV vs ISRG
+542.9%
-232.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.3% | -0.7% |
| 7D | +2.6% | -2.0% | +4.6% | +3.3% |
| 30D | -2.0% | +5.6% | -7.6% | -4.2% |
| 3M | -2.8% | +10.5% | -13.3% | -6.8% |
| 6M | +2.2% | +2.6% | -0.5% | -0.6% |
| YTD | +11.5% | -21.7% | +33.2% | +19.9% |
| 1Y | +13.5% | -21.6% | +35.1% | +21.8% |
| 3Y | +78.1% | +57.0% | +21.1% | +39.7% |
| 5Y | +73.1% | +25.0% | +48.1% | +43.6% |
| All | +310.3% | +542.9% | -232.6% | +104.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ISRG.
Daily Out/Under-Performance
Portfolio return minus ISRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ISRG 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 10y: compounded portfolio wealth divided by compounded ISRG 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…
10y analysis · Full analysis span regression · 6 months rolling