+356.0%
ISRG vs ICE
+216.5%
+139.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.2% | -2.3% | -3.1% |
| 7D | -5.2% | -1.2% | -4.0% | -4.5% |
| 30D | -7.6% | +5.0% | -12.5% | -10.6% |
| 3M | -16.4% | +13.9% | -30.2% | -23.5% |
| 6M | -28.6% | -4.4% | -24.1% | -27.0% |
| YTD | -38.2% | -1.9% | -36.3% | -38.5% |
| 1Y | -25.5% | -8.1% | -17.4% | -22.6% |
| 3Y | +17.4% | +42.5% | -25.1% | -11.8% |
| 5Y | -3.0% | +40.6% | -43.6% | -26.6% |
| 10Y | +356.0% | +217.1% | +138.9% | +148.1% |
| All | +356.0% | +216.5% | +139.4% | +148.1% |
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