+2.0%
ISRG vs IAG
+764.1%
-762.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -5.6% |
| 3M | -12.4% | +19.1% | -31.6% | -14.9% |
| 6M | -26.8% | -10.3% | -16.6% | -26.7% |
| YTD | -35.3% | +24.2% | -59.4% | -38.2% |
| 1Y | -19.3% | +116.5% | -135.8% | -29.0% |
| 3Y | +18.1% | +742.8% | -724.7% | -16.5% |
| All | +2.0% | +764.1% | -762.1% | -33.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling