-10.5%
ISRG vs IJR
+24.2%
-34.7%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +1.3% | +8.0% | +8.5% |
| 7D | +8.5% | +2.3% | +6.3% | +7.1% |
| 30D | +18.6% | +2.8% | +15.8% | +16.6% |
| 3M | +30.9% | -4.6% | +35.5% | +35.1% |
| 6M | +6.6% | +5.7% | +0.9% | +3.0% |
| YTD | -14.9% | +19.9% | -34.8% | -23.4% |
| 1Y | -10.5% | +24.2% | -34.7% | -21.6% |
| All | -10.5% | +24.2% | -34.7% | -21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 1y: compounded portfolio wealth divided by compounded IJR 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…
1y analysis · Full analysis span regression · 6 months rolling