+57.0%
ISRG vs BITO
+54.7%
+2.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.6% | +4.4% | +1.3% |
| 7D | -2.0% | -9.2% | +7.2% | -0.8% |
| 30D | +5.6% | -15.9% | +21.5% | +7.9% |
| 3M | +10.5% | +7.3% | +3.2% | +9.4% |
| 6M | +2.6% | -15.2% | +17.8% | +4.4% |
| YTD | -21.7% | -23.8% | +2.1% | -19.8% |
| 1Y | -21.6% | -32.2% | +10.6% | -18.7% |
| 3Y | +57.0% | +55.1% | +2.0% | +67.7% |
| All | +57.0% | +54.7% | +2.4% | +67.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling