+714.7%
IWM vs ISRG
+18,108.6%
-17,393.8%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.5% |
| 7D | +0.1% | -1.6% | +1.7% | +0.4% |
| 30D | -1.3% | -2.3% | +1.0% | -0.9% |
| 3M | +1.6% | -12.4% | +14.1% | +3.8% |
| 6M | +13.6% | -26.8% | +40.4% | +20.2% |
| YTD | +20.8% | -35.3% | +56.0% | +31.0% |
| 1Y | +26.4% | -19.3% | +45.7% | +30.5% |
| 3Y | +60.7% | +18.1% | +42.6% | +51.8% |
| 5Y | +38.2% | +2.6% | +35.5% | +32.5% |
| 10Y | +169.5% | +379.4% | -210.0% | +93.1% |
| All | +714.7% | +18,108.6% | -17,393.8% | +239.3% |
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