+16.8%
ISRG vs IFF
+30.1%
-13.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.3% |
| 7D | -5.0% | -3.0% | -2.0% | -4.2% |
| 30D | -10.2% | -0.9% | -9.3% | -10.0% |
| 3M | -17.2% | +11.8% | -29.0% | -19.8% |
| 6M | -28.4% | +16.5% | -45.0% | -31.9% |
| YTD | -37.6% | +26.5% | -64.1% | -42.5% |
| 1Y | -24.4% | +32.7% | -57.1% | -31.6% |
| All | +16.8% | +30.1% | -13.2% | +2.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling