+17,983.8%
ISRG vs ETR
+1,792.1%
+16,191.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.4% | -0.7% |
| 7D | -1.6% | +1.4% | -3.0% | -2.1% |
| 30D | -2.3% | +1.0% | -3.2% | -2.7% |
| 3M | -12.4% | -1.3% | -11.2% | -12.2% |
| 6M | -26.8% | +1.9% | -28.7% | -27.9% |
| YTD | -35.3% | +18.2% | -53.4% | -40.0% |
| 1Y | -19.3% | +24.7% | -44.0% | -26.9% |
| 3Y | +18.1% | +150.7% | -132.5% | -20.8% |
| 5Y | +2.6% | +127.0% | -124.4% | -29.1% |
| 10Y | +379.4% | +295.5% | +84.0% | +163.0% |
| All | +17,983.8% | +1,792.1% | +16,191.7% | +8,991.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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