+5.7%
ISRG vs IFF
-36.2%
+41.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.4% | +2.2% |
| 7D | -2.5% | -2.8% | +0.3% | -1.6% |
| 30D | -10.2% | -1.1% | -9.0% | -9.9% |
| 3M | -12.5% | +13.8% | -26.3% | -16.6% |
| 6M | -25.8% | +16.7% | -42.5% | -30.7% |
| YTD | -36.4% | +26.1% | -62.5% | -42.6% |
| 1Y | -19.9% | +33.5% | -53.4% | -29.6% |
| 3Y | +20.9% | +31.6% | -10.7% | +3.2% |
| 5Y | +5.7% | -34.9% | +40.5% | +23.2% |
| All | +5.7% | -36.2% | +41.9% | +23.2% |
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