+25.5%
ISRG vs IJR
+26.5%
-1.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.9% | +0.9% |
| 7D | -2.0% | +2.2% | -4.2% | -3.7% |
| 30D | +5.6% | +3.8% | +1.7% | +2.5% |
| 3M | +10.5% | -5.7% | +16.3% | +15.9% |
| 6M | +2.6% | +4.6% | -2.0% | -1.2% |
| YTD | -21.7% | +18.0% | -39.6% | -31.8% |
| 1Y | -21.6% | +21.8% | -43.4% | -33.6% |
| 3Y | +57.0% | +61.1% | -4.0% | -1.3% |
| All | +25.5% | +26.5% | -1.1% | +0.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling