+20.0%
IWM vs ISRG
+23.7%
-3.7%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.4% | +4.3% | +2.1% |
| 7D | -2.0% | +4.8% | -6.8% | -3.7% |
| 30D | -1.5% | +9.2% | -10.7% | -4.5% |
| 3M | -8.0% | +21.2% | -29.2% | -14.2% |
| 6M | -4.1% | +0.2% | -4.3% | -5.5% |
| YTD | +11.9% | -20.1% | +32.0% | +19.6% |
| 1Y | +15.0% | -17.3% | +32.4% | +21.2% |
| 3Y | +64.2% | +63.3% | +0.9% | +27.4% |
| All | +20.0% | +23.7% | -3.7% | -0.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling