-10.5%
ISRG vs IAU
+2.6%
-13.1%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +3.7% | +5.7% | +8.8% |
| 7D | +8.5% | -0.3% | +8.8% | +8.4% |
| 30D | +18.6% | -1.9% | +20.5% | +18.7% |
| 3M | +30.9% | -0.4% | +31.3% | +30.5% |
| 6M | +6.6% | -10.1% | +16.7% | +8.0% |
| YTD | -14.9% | -5.9% | -9.0% | -16.6% |
| 1Y | -10.5% | +2.9% | -13.4% | -19.1% |
| All | -10.5% | +2.6% | -13.1% | -19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 1y: compounded portfolio wealth divided by compounded IAU 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…
1y analysis · Full analysis span regression · 6 months rolling