+17,983.8%
ISRG vs IBN
+1,386.9%
+16,597.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.7% |
| 7D | -1.6% | +1.4% | -3.0% | -1.9% |
| 30D | -2.3% | -0.3% | -1.9% | -2.2% |
| 3M | -12.4% | +17.1% | -29.6% | -15.8% |
| 6M | -26.8% | +3.4% | -30.2% | -27.5% |
| YTD | -35.3% | +2.5% | -37.8% | -35.8% |
| 1Y | -19.3% | -4.2% | -15.2% | -18.8% |
| 3Y | +18.1% | +32.4% | -14.3% | +9.2% |
| 5Y | +2.6% | +59.2% | -56.5% | -9.5% |
| 10Y | +379.4% | +345.7% | +33.8% | +215.7% |
| All | +17,983.8% | +1,386.9% | +16,597.0% | +5,672.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling