+2.0%
ISRG vs ICE
+42.3%
-40.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | +0.4% |
| 7D | -1.6% | -0.7% | -0.9% | -1.3% |
| 30D | -2.3% | +7.6% | -9.9% | -7.0% |
| 3M | -12.4% | +13.9% | -26.4% | -19.8% |
| 6M | -26.8% | -2.4% | -24.5% | -26.3% |
| YTD | -35.3% | +0.3% | -35.5% | -36.5% |
| 1Y | -19.3% | -6.4% | -12.9% | -17.0% |
| 3Y | +18.1% | +43.1% | -25.0% | -14.3% |
| All | +2.0% | +42.3% | -40.2% | -24.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling