-28.2%
CIFR vs ISRG
+83.2%
-111.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | -0.1% | +9.0% | +8.9% |
| 7D | +9.4% | -6.8% | +16.1% | +13.7% |
| 30D | -45.3% | +5.1% | -50.4% | -48.0% |
| 3M | -58.7% | +12.0% | -70.7% | -62.7% |
| 6M | -64.9% | +7.0% | -72.0% | -68.7% |
| YTD | -51.8% | -20.6% | -31.2% | -46.9% |
| 1Y | -61.9% | -21.4% | -40.5% | -57.8% |
| 3Y | +138.6% | +62.0% | +76.6% | +64.6% |
| 5Y | -13.0% | +28.1% | -41.1% | -41.5% |
| All | -28.2% | +83.2% | -111.4% | -54.3% |
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