-25.5%
ISRG vs IAG
+100.7%
-126.2%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -29.1% |
| YTD | -38.2% | +22.0% | -60.1% | -39.0% |
| 1Y | -25.5% | +99.5% | -125.0% | -24.2% |
| All | -25.5% | +100.7% | -126.2% | -24.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling