+23.4%
ISRG vs IAG
+790.4%
-767.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.6% |
| 7D | -1.6% | -0.5% | -1.0% | -1.6% |
| 30D | -2.3% | +28.9% | -31.2% | -5.3% |
| 3M | -12.4% | +19.1% | -31.6% | -14.7% |
| 6M | -26.8% | -10.3% | -16.6% | -26.8% |
| YTD | -35.3% | +24.2% | -59.4% | -37.8% |
| 1Y | -19.3% | +116.5% | -135.8% | -28.0% |
| All | +23.4% | +790.4% | -767.1% | -5.9% |
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 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