+17,320.1%
ISRG vs IJH
+964.8%
+16,355.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +1.9% | +1.9% |
| 7D | -5.0% | -0.7% | -4.3% | -4.4% |
| 30D | -10.2% | -3.8% | -6.4% | -6.9% |
| 3M | -17.2% | 0.0% | -17.2% | -17.3% |
| 6M | -28.4% | +8.8% | -37.2% | -34.1% |
| YTD | -37.6% | +13.5% | -51.1% | -44.9% |
| 1Y | -24.4% | +15.4% | -39.9% | -34.4% |
| 3Y | +18.4% | +50.9% | -32.5% | -20.9% |
| 5Y | -1.0% | +47.8% | -48.8% | -31.9% |
| 10Y | +370.1% | +183.1% | +187.1% | +71.3% |
| All | +17,320.1% | +964.8% | +16,355.2% | +1,705.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling