+533.8%
ISRG vs IAG
+384.2%
+149.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.1% | +3.0% | -1.7% |
| 7D | -6.1% | -2.1% | -4.1% | -6.0% |
| 30D | +4.2% | -6.2% | +10.4% | +4.6% |
| 3M | +9.6% | -5.1% | +14.8% | +9.7% |
| 6M | +1.9% | -10.0% | +11.8% | +2.0% |
| YTD | -22.3% | +3.9% | -26.3% | -23.7% |
| 1Y | -23.2% | +18.9% | -42.0% | -25.4% |
| 3Y | +58.5% | +651.8% | -593.2% | +30.1% |
| 5Y | +23.9% | +416.3% | -392.3% | 0.0% |
| All | +533.8% | +384.2% | +149.7% | +410.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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