+386.2%
ISRG vs IJH
+184.0%
+202.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.6% | +1.7% |
| 7D | +0.7% | -1.9% | +2.5% | +2.4% |
| 30D | -8.0% | -4.6% | -3.4% | -4.0% |
| 3M | -10.6% | -1.2% | -9.4% | -9.7% |
| 6M | -25.1% | +9.4% | -34.5% | -31.3% |
| YTD | -34.8% | +13.3% | -48.2% | -42.2% |
| 1Y | -19.0% | +13.4% | -32.4% | -28.4% |
| 3Y | +22.1% | +50.4% | -28.3% | -17.9% |
| 5Y | +8.2% | +49.0% | -40.7% | -26.0% |
| All | +386.2% | +184.0% | +202.1% | +113.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 10y: compounded portfolio wealth divided by compounded IJH 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…
10y analysis · Full analysis span regression · 6 months rolling