-33.9%
CIFR vs ISRG
+84.5%
-118.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | -3.4% | +21.3% | +19.8% |
| 7D | -10.2% | +4.8% | -15.0% | -14.2% |
| 30D | -55.0% | +9.2% | -64.3% | -58.2% |
| 3M | -64.1% | +21.2% | -85.2% | -69.2% |
| 6M | -70.1% | +0.2% | -70.4% | -72.1% |
| YTD | -55.7% | -20.1% | -35.6% | -51.3% |
| 1Y | -69.9% | -17.3% | -52.5% | -67.9% |
| 3Y | +68.7% | +63.3% | +5.4% | +15.9% |
| 5Y | -26.2% | +24.1% | -50.3% | -50.4% |
| All | -33.9% | +84.5% | -118.4% | -58.1% |
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