-30.7%
CIFR vs ISRG
+80.8%
-111.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.8% | -4.9% | -4.5% |
| 7D | +4.8% | -2.0% | +6.8% | +6.0% |
| 30D | -31.0% | +5.6% | -36.5% | -34.7% |
| 3M | -58.7% | +10.5% | -69.3% | -62.4% |
| 6M | -67.7% | +2.6% | -70.3% | -70.3% |
| YTD | -53.5% | -21.7% | -31.8% | -48.4% |
| 1Y | -54.1% | -21.6% | -32.5% | -49.2% |
| 3Y | +138.2% | +57.0% | +81.2% | +67.5% |
| 5Y | -18.5% | +25.0% | -43.5% | -44.8% |
| All | -30.7% | +80.8% | -111.5% | -55.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling