-20.1%
ISRG vs IBN
+14.7%
-34.8%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | +0.1% | +1.1% |
| 7D | +5.4% | +14.6% | -9.2% | -0.1% |
| 30D | +8.6% | +23.5% | -14.9% | -0.1% |
| 3M | +21.6% | +14.0% | +7.6% | +15.5% |
| 6M | +2.3% | +31.1% | -28.8% | -7.2% |
| YTD | -18.7% | +16.6% | -35.3% | -25.1% |
| All | -20.1% | +14.7% | -34.8% | -26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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