+699.6%
IVV vs ISRG
+23,164.4%
-22,464.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.8% | -1.6% | -3.9% |
| 7D | -4.8% | +4.4% | -9.2% | -5.5% |
| 30D | -5.9% | +15.8% | -21.7% | -8.3% |
| 3M | -4.5% | +24.9% | -29.4% | -8.3% |
| 6M | +1.8% | +3.8% | -2.0% | +0.4% |
| YTD | +8.4% | -17.3% | +25.6% | +10.9% |
| 1Y | +9.4% | -14.6% | +24.0% | +11.3% |
| 3Y | +75.3% | +68.2% | +7.0% | +57.8% |
| 5Y | +67.8% | +28.4% | +39.4% | +55.8% |
| 10Y | +314.2% | +528.0% | -213.9% | +205.0% |
| All | +699.6% | +23,164.4% | -22,464.8% | +303.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling