+2.0%
ISRG vs IBN
+61.6%
-59.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.5% |
| 7D | -1.6% | +1.4% | -3.0% | -2.2% |
| 30D | -2.3% | -0.3% | -1.9% | -2.2% |
| 3M | -12.4% | +17.1% | -29.6% | -18.5% |
| 6M | -26.8% | +3.4% | -30.2% | -28.1% |
| YTD | -35.3% | +2.5% | -37.8% | -36.3% |
| 1Y | -19.3% | -4.2% | -15.2% | -18.4% |
| 3Y | +18.1% | +32.4% | -14.3% | -0.7% |
| All | +2.0% | +61.6% | -59.5% | -24.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling