-9.8%
IGV vs ISRG
-23.0%
+13.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.0% | -2.7% | -1.1% |
| 7D | -5.4% | -2.5% | -2.8% | -4.8% |
| 30D | -2.6% | -10.2% | +7.5% | -0.1% |
| 3M | +10.5% | -12.5% | +23.0% | +13.2% |
| 6M | +18.2% | -25.8% | +44.0% | +26.7% |
| YTD | -4.2% | -36.4% | +32.1% | +5.5% |
| 1Y | -9.8% | -19.9% | +10.1% | -2.0% |
| All | -9.8% | -23.0% | +13.2% | -2.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling