+370.1%
ISRG vs CBOE
+385.3%
-15.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.0% |
| 7D | -5.0% | -0.8% | -4.2% | -4.8% |
| 30D | -10.2% | +2.7% | -12.9% | -11.1% |
| 3M | -17.2% | +0.7% | -17.9% | -18.1% |
| 6M | -28.4% | -2.0% | -26.5% | -29.1% |
| YTD | -37.6% | +17.1% | -54.8% | -41.5% |
| 1Y | -24.4% | +26.5% | -50.9% | -30.9% |
| 3Y | +18.4% | +96.1% | -77.7% | -9.8% |
| 5Y | -1.0% | +149.3% | -150.3% | -31.9% |
| 10Y | +370.1% | +386.5% | -16.4% | +210.5% |
| All | +370.1% | +385.3% | -15.2% | +210.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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