+537.3%
ISRG vs CI
+147.8%
+389.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.5% | -4.8% | -3.1% |
| 7D | +2.1% | +2.6% | -0.5% | +1.3% |
| 30D | +6.2% | +7.3% | -1.2% | +3.7% |
| 3M | +14.4% | +9.5% | +4.9% | +10.9% |
| 6M | 0.0% | +6.4% | -6.4% | -2.5% |
| YTD | -20.5% | +12.0% | -32.5% | -24.2% |
| 1Y | -21.9% | +20.1% | -42.0% | -27.3% |
| 3Y | +62.2% | +9.6% | +52.6% | +47.4% |
| 5Y | +25.2% | +52.7% | -27.5% | -3.9% |
| 10Y | +537.3% | +150.3% | +387.1% | +314.2% |
| All | +537.3% | +147.8% | +389.5% | +314.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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