-10.5%
ISRG vs BITO
-25.7%
+15.1%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.9% | +6.5% | +9.0% |
| 7D | +8.5% | -1.9% | +10.5% | +8.8% |
| 30D | +18.6% | -6.7% | +25.3% | +19.5% |
| 3M | +30.9% | +23.1% | +7.9% | +27.1% |
| 6M | +6.6% | -2.0% | +8.6% | +6.7% |
| YTD | -14.9% | -11.4% | -3.5% | -16.1% |
| 1Y | -10.5% | -23.4% | +12.8% | -10.2% |
| All | -10.5% | -25.7% | +15.1% | -10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BITO.
Daily Out/Under-Performance
Portfolio return minus BITO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BITO 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 BITO 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