-19.9%
ISRG vs IJR
+21.3%
-41.2%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.9% | +2.9% | +2.6% |
| 7D | -2.5% | -2.3% | -0.2% | -1.0% |
| 30D | -10.2% | -4.7% | -5.5% | -7.3% |
| 3M | -12.5% | +2.1% | -14.7% | -13.5% |
| 6M | -25.8% | +13.9% | -39.7% | -31.3% |
| YTD | -36.4% | +18.2% | -54.6% | -42.3% |
| 1Y | -19.9% | +21.8% | -41.7% | -29.0% |
| All | -19.9% | +21.3% | -41.2% | -29.0% |
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