+356.0%
ISRG vs IAG
+371.0%
-15.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.8% | -2.7% | -4.4% |
| 7D | -5.2% | +4.3% | -9.4% | -5.5% |
| 30D | -7.6% | +9.8% | -17.3% | -8.4% |
| 3M | -16.4% | +28.9% | -45.3% | -18.4% |
| 6M | -28.6% | -7.6% | -21.0% | -28.6% |
| YTD | -38.2% | +22.0% | -60.1% | -39.9% |
| 1Y | -25.5% | +99.5% | -125.0% | -30.8% |
| 3Y | +17.4% | +818.3% | -800.8% | -5.1% |
| 5Y | -3.0% | +785.9% | -788.9% | -23.5% |
| 10Y | +356.0% | +381.1% | -25.1% | +261.8% |
| All | +356.0% | +371.0% | -15.0% | +261.8% |
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