+22,229.9%
ISRG vs CI
+1,037.6%
+21,192.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.6% | -0.7% | -2.4% |
| 7D | +4.8% | -1.6% | +6.4% | +5.5% |
| 30D | +9.2% | +5.4% | +3.8% | +7.3% |
| 3M | +21.2% | +7.3% | +13.9% | +18.1% |
| 6M | +0.2% | +5.3% | -5.1% | -2.0% |
| YTD | -20.1% | +8.5% | -28.5% | -23.0% |
| 1Y | -17.3% | +17.1% | -34.4% | -22.7% |
| 3Y | +63.3% | +1.4% | +61.9% | +53.4% |
| 5Y | +24.1% | +50.5% | -26.4% | -0.9% |
| 10Y | +507.0% | +168.5% | +338.4% | +274.0% |
| All | +22,229.9% | +1,037.6% | +21,192.3% | +7,033.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling