+10,487.7%
ISRG vs IAU
+793.8%
+9,693.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.8% | -2.6% | -3.3% |
| 7D | +4.8% | +4.7% | +0.1% | +4.3% |
| 30D | +9.2% | -0.9% | +10.1% | +9.3% |
| 3M | +21.2% | -4.4% | +25.5% | +21.7% |
| 6M | +0.2% | -13.5% | +13.7% | +1.7% |
| YTD | -20.1% | -5.9% | -14.1% | -19.8% |
| 1Y | -17.3% | +1.9% | -19.2% | -17.8% |
| 3Y | +63.3% | +104.1% | -40.7% | +50.1% |
| 5Y | +24.1% | +121.0% | -96.9% | +12.7% |
| 10Y | +507.0% | +204.1% | +302.9% | +439.5% |
| All | +10,487.7% | +793.8% | +9,693.9% | +7,751.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling