-23.2%
ISRG vs IAG
+25.8%
-49.0%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.1% | +3.0% | -1.6% |
| 7D | -6.1% | -2.1% | -4.1% | -5.9% |
| 30D | +4.2% | -6.2% | +10.4% | +4.5% |
| 3M | +9.6% | -5.1% | +14.8% | +9.4% |
| 6M | +1.9% | -10.0% | +11.8% | +1.5% |
| YTD | -22.3% | +3.9% | -26.3% | -24.1% |
| 1Y | -23.2% | +18.9% | -42.0% | -26.8% |
| All | -23.2% | +25.8% | -49.0% | -26.8% |
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 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