+3,847.3%
ISRG vs ICE
+2,506.4%
+1,340.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.0% | -2.4% | -3.0% |
| 7D | +4.8% | +2.0% | +2.8% | +4.1% |
| 30D | +9.2% | +12.9% | -3.7% | +4.5% |
| 3M | +21.2% | +15.4% | +5.7% | +14.9% |
| 6M | +0.2% | +13.1% | -12.9% | -4.3% |
| YTD | -20.1% | +7.5% | -27.5% | -22.7% |
| 1Y | -17.3% | +18.3% | -35.7% | -22.8% |
| 3Y | +63.3% | +65.9% | -2.6% | +35.1% |
| 5Y | +24.1% | +35.2% | -11.1% | +10.5% |
| 10Y | +507.0% | +266.7% | +240.2% | +295.6% |
| All | +3,847.3% | +2,506.4% | +1,340.9% | +1,330.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling