+23.9%
ISRG vs IBN
+68.5%
-44.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +4.2% | -7.5% | -5.3% |
| 7D | +4.8% | +15.1% | -10.3% | -2.1% |
| 30D | +9.2% | +21.6% | -12.4% | -0.7% |
| 3M | +21.2% | +11.2% | +10.0% | +14.8% |
| 6M | +0.2% | +27.8% | -27.5% | -11.1% |
| YTD | -20.1% | +14.7% | -34.7% | -25.7% |
| 1Y | -17.3% | +14.4% | -31.7% | -23.2% |
| 3Y | +63.3% | +52.1% | +11.2% | +25.7% |
| All | +23.9% | +68.5% | -44.6% | -10.8% |
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