+63.3%
ISRG vs IAG
+621.5%
-558.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +7.2% | -10.6% | -4.2% |
| 7D | +4.8% | +21.4% | -16.6% | +2.5% |
| 30D | +9.2% | +4.0% | +5.2% | +8.5% |
| 3M | +21.2% | +17.0% | +4.1% | +18.1% |
| 6M | +0.2% | +1.4% | -1.2% | -1.0% |
| YTD | -20.1% | +13.8% | -33.8% | -22.9% |
| 1Y | -17.3% | +55.8% | -73.2% | -23.4% |
| 3Y | +63.3% | +647.4% | -584.1% | +24.1% |
| All | +63.3% | +621.5% | -558.2% | +24.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling