+25.0%
IWM vs ISRG
-25.0%
+49.9%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.5% | +4.1% | +0.1% |
| 7D | +1.4% | -5.2% | +6.6% | +2.1% |
| 30D | -2.3% | -7.6% | +5.3% | -1.4% |
| 3M | +4.0% | -16.4% | +20.3% | +6.1% |
| 6M | +17.9% | -28.6% | +46.5% | +23.5% |
| YTD | +20.2% | -38.2% | +58.4% | +27.7% |
| 1Y | +25.0% | -25.5% | +50.5% | +31.0% |
| All | +25.0% | -25.0% | +49.9% | +31.0% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling