+21,775.7%
ISRG vs IJR
+1,016.8%
+20,758.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.9% | +0.9% |
| 7D | -2.0% | +2.2% | -4.2% | -3.8% |
| 30D | +5.6% | +3.8% | +1.7% | +2.3% |
| 3M | +10.5% | -5.7% | +16.3% | +16.1% |
| 6M | +2.6% | +4.6% | -2.0% | -1.4% |
| YTD | -21.7% | +18.0% | -39.6% | -32.2% |
| 1Y | -21.6% | +21.8% | -43.4% | -34.0% |
| 3Y | +57.0% | +61.1% | -4.0% | +1.5% |
| 5Y | +25.0% | +27.3% | -2.3% | -0.5% |
| 10Y | +542.1% | +154.1% | +388.0% | +165.5% |
| All | +21,775.7% | +1,016.8% | +20,758.9% | +2,242.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling