+386.2%
ISRG vs AGG
+14.2%
+371.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.5% |
| 7D | +0.7% | -1.1% | +1.7% | +1.5% |
| 30D | -8.0% | -1.1% | -6.9% | -7.1% |
| 3M | -10.6% | -1.9% | -8.7% | -9.2% |
| 6M | -25.1% | -1.7% | -23.4% | -24.0% |
| YTD | -34.8% | -1.3% | -33.5% | -34.1% |
| 1Y | -19.0% | -0.7% | -18.3% | -18.5% |
| 3Y | +22.1% | +12.5% | +9.6% | +11.0% |
| 5Y | +8.2% | -2.5% | +10.7% | +5.2% |
| All | +386.2% | +14.2% | +371.9% | +411.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 10y: compounded portfolio wealth divided by compounded AGG 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…
10y analysis · Full analysis span regression · 6 months rolling