+25.5%
ISRG vs IFF
-39.2%
+64.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.1% | +0.5% |
| 7D | -2.0% | -1.8% | -0.3% | -1.4% |
| 30D | +5.6% | -9.4% | +15.0% | +8.9% |
| 3M | +10.5% | -3.0% | +13.5% | +11.2% |
| 6M | +2.6% | +5.8% | -3.2% | -0.3% |
| YTD | -21.7% | +22.4% | -44.0% | -29.1% |
| 1Y | -21.6% | +23.0% | -44.6% | -29.2% |
| 3Y | +57.0% | +21.8% | +35.3% | +37.5% |
| All | +25.5% | -39.2% | +64.6% | +61.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling