+19,544.6%
ISRG vs AGG
+98.1%
+19,446.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.9% |
| 7D | -1.6% | -0.2% | -1.4% | -1.6% |
| 30D | -2.3% | -0.4% | -1.9% | -2.2% |
| 3M | -12.4% | -0.7% | -11.8% | -12.4% |
| 6M | -26.8% | -1.5% | -25.3% | -26.8% |
| YTD | -35.3% | -0.3% | -35.0% | -35.2% |
| 1Y | -19.3% | +1.3% | -20.6% | -19.3% |
| 3Y | +18.1% | +13.2% | +4.9% | +17.7% |
| 5Y | +2.6% | -1.4% | +4.1% | -2.1% |
| 10Y | +379.4% | +14.9% | +364.6% | +394.2% |
| All | +19,544.6% | +98.1% | +19,446.6% | +24,082.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling