+31,638.3%
ISRG vs IAG
+337.4%
+31,300.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +7.2% | -10.6% | -4.0% |
| 7D | +4.8% | +21.4% | -16.6% | +3.1% |
| 30D | +9.2% | +4.0% | +5.2% | +8.7% |
| 3M | +21.2% | +17.0% | +4.1% | +19.1% |
| 6M | +0.2% | +1.4% | -1.2% | -0.6% |
| YTD | -20.1% | +13.8% | -33.8% | -22.0% |
| 1Y | -17.3% | +55.8% | -73.2% | -21.6% |
| 3Y | +63.3% | +647.4% | -584.1% | +33.1% |
| 5Y | +24.1% | +519.1% | -495.1% | -0.3% |
| 10Y | +507.0% | +345.6% | +161.3% | +373.1% |
| All | +31,638.3% | +337.4% | +31,300.9% | +18,330.5% |
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 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