+356.0%
ISRG vs IAU
+216.4%
+139.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.7% | -2.8% | -4.2% |
| 7D | -5.2% | +0.7% | -5.9% | -5.3% |
| 30D | -7.6% | +0.3% | -7.9% | -7.7% |
| 3M | -16.4% | +0.7% | -17.1% | -16.5% |
| 6M | -28.6% | -15.5% | -13.1% | -26.4% |
| YTD | -38.2% | +1.0% | -39.1% | -38.8% |
| 1Y | -25.5% | +19.6% | -45.1% | -29.1% |
| 3Y | +17.4% | +125.4% | -108.0% | -4.8% |
| 5Y | -3.0% | +140.7% | -143.7% | -23.5% |
| 10Y | +356.0% | +218.1% | +137.8% | +263.5% |
| All | +356.0% | +216.4% | +139.6% | +263.5% |
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