+16.8%
ISRG vs IJR
+52.6%
-35.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.6% |
| 7D | -5.0% | -1.1% | -3.9% | -4.3% |
| 30D | -10.2% | -3.6% | -6.6% | -8.0% |
| 3M | -17.2% | +2.3% | -19.5% | -18.4% |
| 6M | -28.4% | +14.3% | -42.8% | -34.4% |
| YTD | -37.6% | +19.3% | -56.9% | -44.4% |
| 1Y | -24.4% | +22.6% | -47.1% | -33.9% |
| All | +16.8% | +52.6% | -35.8% | -13.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling