+69.6%
IWM vs ISRG
+55.5%
+14.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.2% | -0.5% |
| 7D | +1.4% | -2.0% | +3.4% | +1.9% |
| 30D | +2.3% | +5.6% | -3.3% | +0.8% |
| 3M | -8.3% | +10.5% | -18.9% | -10.8% |
| 6M | -1.3% | +2.6% | -3.9% | -2.7% |
| YTD | +13.5% | -21.7% | +35.2% | +21.1% |
| 1Y | +18.4% | -21.6% | +40.0% | +26.2% |
| 3Y | +69.6% | +57.0% | +12.6% | +44.4% |
| All | +69.6% | +55.5% | +14.1% | +44.4% |
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 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