+41.1%
IGV vs ISRG
+17.7%
+23.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.5% | +2.7% | -0.1% |
| 7D | -3.3% | -5.2% | +1.9% | -1.4% |
| 30D | 0.0% | -7.6% | +7.5% | +2.8% |
| 3M | +7.3% | -16.4% | +23.7% | +13.7% |
| 6M | +16.7% | -28.6% | +45.3% | +31.6% |
| YTD | -2.8% | -38.2% | +35.3% | +16.4% |
| 1Y | -6.7% | -25.5% | +18.8% | +2.6% |
| 3Y | +41.1% | +17.4% | +23.7% | +32.1% |
| All | +41.1% | +17.7% | +23.4% | +32.1% |
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 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