+26.4%
IWM vs ISRG
-16.8%
+43.2%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.4% |
| 7D | +0.1% | -1.6% | +1.7% | +0.3% |
| 30D | -1.3% | -2.3% | +1.0% | -1.0% |
| 3M | +1.6% | -12.4% | +14.1% | +3.1% |
| 6M | +13.6% | -26.8% | +40.4% | +18.6% |
| YTD | +20.8% | -35.3% | +56.0% | +27.6% |
| 1Y | +26.4% | -19.3% | +45.7% | +30.9% |
| All | +26.4% | -16.8% | +43.2% | +30.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling