+17,983.8%
ISRG vs IFF
+391.5%
+17,592.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -1.6% | -1.8% | +0.2% | -0.8% |
| 30D | -2.3% | -2.0% | -0.3% | -1.6% |
| 3M | -12.4% | +18.5% | -31.0% | -18.8% |
| 6M | -26.8% | +11.7% | -38.5% | -31.4% |
| YTD | -35.3% | +29.6% | -64.8% | -43.3% |
| 1Y | -19.3% | +35.0% | -54.3% | -30.7% |
| 3Y | +18.1% | +32.3% | -14.1% | -0.4% |
| 5Y | +2.6% | -34.6% | +37.2% | +14.0% |
| 10Y | +379.4% | -20.6% | +400.1% | +362.2% |
| All | +17,983.8% | +391.5% | +17,592.4% | +6,227.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling