+536.3%
ISRG vs IAU
+209.6%
+326.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.8% | -0.1% | +1.3% |
| 7D | +5.4% | +4.9% | +0.5% | +4.5% |
| 30D | +8.6% | -1.4% | +10.0% | +8.9% |
| 3M | +21.6% | -4.8% | +26.4% | +22.5% |
| 6M | +2.3% | -12.5% | +14.8% | +4.8% |
| YTD | -18.7% | -4.2% | -14.5% | -18.8% |
| 1Y | -17.8% | +3.1% | -20.9% | -19.2% |
| 3Y | +69.1% | +110.0% | -40.9% | +38.6% |
| 5Y | +26.5% | +123.1% | -96.6% | +0.7% |
| 10Y | +536.3% | +216.7% | +319.6% | +409.7% |
| All | +536.3% | +209.6% | +326.6% | +409.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling