+31,444.9%
ISRG vs IAG
+331.8%
+31,113.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -6.7% | +4.4% | -1.7% |
| 7D | +2.1% | +16.8% | -14.7% | +0.7% |
| 30D | +6.2% | -1.5% | +7.6% | +6.1% |
| 3M | +14.4% | +0.5% | +13.9% | +14.0% |
| 6M | 0.0% | -1.0% | +1.0% | -0.6% |
| YTD | -20.5% | +12.3% | -32.8% | -22.4% |
| 1Y | -21.9% | +39.2% | -61.1% | -25.2% |
| 3Y | +62.2% | +712.3% | -650.1% | +31.3% |
| 5Y | +25.2% | +484.2% | -459.0% | +1.0% |
| 10Y | +537.3% | +382.3% | +155.0% | +393.9% |
| All | +31,444.9% | +331.8% | +31,113.1% | +18,235.5% |
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