+309.6%
IVV vs ISRG
+524.5%
-214.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.7% | +0.6% | +1.7% |
| 7D | +0.1% | +5.4% | -5.3% | -2.0% |
| 30D | -3.3% | +8.6% | -11.9% | -6.4% |
| 3M | -2.4% | +21.6% | -24.0% | -9.7% |
| 6M | +2.6% | +2.3% | +0.3% | -0.1% |
| YTD | +11.3% | -18.7% | +30.0% | +18.0% |
| 1Y | +13.4% | -17.8% | +31.2% | +19.7% |
| 3Y | +80.3% | +69.1% | +11.2% | +37.5% |
| 5Y | +72.7% | +26.5% | +46.2% | +42.9% |
| 10Y | +309.6% | +536.3% | -226.6% | +102.9% |
| All | +309.6% | +524.5% | -214.9% | +102.9% |
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