+76.9%
IVV vs ISRG
+64.6%
+12.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | +0.2% |
| 7D | -0.6% | +2.1% | -2.7% | -1.1% |
| 30D | -3.7% | +6.2% | -9.8% | -5.1% |
| 3M | -2.7% | +14.4% | -17.1% | -6.1% |
| 6M | +2.2% | 0.0% | +2.2% | +1.6% |
| YTD | +10.9% | -20.5% | +31.4% | +17.6% |
| 1Y | +11.3% | -21.9% | +33.2% | +18.6% |
| 3Y | +76.9% | +62.2% | +14.7% | +57.2% |
| All | +76.9% | +64.6% | +12.3% | +57.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling