+8,474.4%
ISRG vs IAU
+875.8%
+7,598.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.8% |
| 7D | -1.6% | -0.5% | -1.1% | -1.5% |
| 30D | -2.3% | +4.4% | -6.7% | -2.8% |
| 3M | -12.4% | -1.1% | -11.4% | -12.4% |
| 6M | -26.8% | -13.7% | -13.1% | -25.7% |
| YTD | -35.3% | +2.7% | -38.0% | -35.6% |
| 1Y | -19.3% | +24.6% | -44.0% | -21.5% |
| 3Y | +18.1% | +126.8% | -108.7% | +7.3% |
| 5Y | +2.6% | +139.5% | -136.8% | -7.5% |
| 10Y | +379.4% | +226.3% | +153.2% | +322.6% |
| All | +8,474.4% | +875.8% | +7,598.7% | +6,199.4% |
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