+25,603.3%
ISRG vs IAG
+377.5%
+25,225.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.7% |
| 7D | -1.6% | -0.5% | -1.0% | -1.6% |
| 30D | -2.3% | +28.9% | -31.2% | -4.5% |
| 3M | -12.4% | +19.1% | -31.6% | -14.1% |
| 6M | -26.8% | -10.3% | -16.6% | -26.7% |
| YTD | -35.3% | +24.2% | -59.4% | -37.2% |
| 1Y | -19.3% | +116.5% | -135.8% | -25.6% |
| 3Y | +18.1% | +742.8% | -724.7% | -4.6% |
| 5Y | +2.6% | +753.3% | -750.7% | -19.4% |
| 10Y | +379.4% | +403.2% | -23.8% | +269.3% |
| All | +25,603.3% | +377.5% | +25,225.8% | +14,746.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling