+536.3%
ISRG vs ICE
+258.3%
+278.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.7% | +1.0% |
| 7D | +5.4% | +1.0% | +4.4% | +4.9% |
| 30D | +8.6% | +11.4% | -2.8% | +0.9% |
| 3M | +21.6% | +16.2% | +5.4% | +9.5% |
| 6M | +2.3% | +12.5% | -10.1% | -6.1% |
| YTD | -18.7% | +8.6% | -27.2% | -24.6% |
| 1Y | -17.8% | +18.4% | -36.1% | -28.3% |
| 3Y | +69.1% | +66.4% | +2.6% | +13.4% |
| 5Y | +26.5% | +37.2% | -10.7% | -3.1% |
| 10Y | +536.3% | +244.8% | +291.4% | +201.0% |
| All | +536.3% | +258.3% | +278.0% | +201.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 10y: compounded portfolio wealth divided by compounded ICE 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…
10y analysis · Full analysis span regression · 6 months rolling