+485.5%
CIFR vs ISRG
+20.0%
+465.5%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +3.0% | +2.6% |
| 7D | +16.9% | -1.6% | +18.5% | +18.0% |
| 30D | -5.2% | -2.3% | -2.9% | -5.0% |
| 3M | -30.6% | -12.4% | -18.1% | -27.1% |
| 6M | +10.6% | -26.8% | +37.4% | +32.2% |
| YTD | +20.2% | -35.3% | +55.4% | +56.3% |
| 1Y | +139.7% | -19.3% | +159.1% | +152.2% |
| All | +485.5% | +20.0% | +465.5% | +452.0% |
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 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