+312.0%
IVV vs ISRG
+537.5%
-225.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | +0.5% |
| 7D | +3.3% | -6.1% | +9.4% | +5.7% |
| 30D | -2.7% | +4.2% | -6.9% | -4.4% |
| 3M | -1.7% | +9.6% | -11.3% | -5.5% |
| 6M | +3.2% | +1.9% | +1.3% | +0.7% |
| YTD | +12.0% | -22.3% | +34.3% | +20.8% |
| 1Y | +12.1% | -23.2% | +35.3% | +21.3% |
| 3Y | +78.6% | +58.5% | +20.1% | +39.5% |
| 5Y | +73.8% | +23.9% | +49.9% | +44.6% |
| All | +312.0% | +537.5% | -225.5% | +105.4% |
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