-19.0%
ISRG vs IFF
+33.4%
-52.4%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.9% | +2.5% |
| 7D | +0.7% | -3.2% | +3.8% | +1.3% |
| 30D | -8.0% | -0.3% | -7.7% | -8.0% |
| 3M | -10.6% | +8.4% | -19.0% | -12.1% |
| 6M | -25.1% | +23.0% | -48.1% | -27.9% |
| YTD | -34.8% | +25.5% | -60.3% | -39.2% |
| 1Y | -19.0% | +29.1% | -48.1% | -24.4% |
| All | -19.0% | +33.4% | -52.4% | -24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 1y: compounded portfolio wealth divided by compounded IFF 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…
1y analysis · Full analysis span regression · 6 months rolling