-20.1%
ISRG vs IAU
+1.0%
-21.1%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.8% | -0.1% | +1.4% |
| 7D | +5.4% | +4.9% | +0.5% | +4.6% |
| 30D | +8.6% | -1.4% | +10.0% | +8.6% |
| 3M | +21.6% | -4.8% | +26.4% | +21.9% |
| 6M | +2.3% | -12.5% | +14.8% | +3.7% |
| YTD | -18.7% | -4.2% | -14.5% | -19.2% |
| All | -20.1% | +1.0% | -21.1% | -22.8% |
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