+17,983.8%
ISRG vs IJR
+1,050.1%
+16,933.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -1.2% |
| 7D | -1.6% | -0.2% | -1.4% | -1.5% |
| 30D | -2.3% | -2.4% | +0.2% | -0.2% |
| 3M | -12.4% | +3.9% | -16.4% | -15.3% |
| 6M | -26.8% | +12.4% | -39.2% | -33.9% |
| YTD | -35.3% | +21.5% | -56.7% | -45.3% |
| 1Y | -19.3% | +24.0% | -43.3% | -33.2% |
| 3Y | +18.1% | +49.7% | -31.6% | -18.7% |
| 5Y | +2.6% | +39.7% | -37.0% | -24.7% |
| 10Y | +379.4% | +169.0% | +210.4% | +87.8% |
| All | +17,983.8% | +1,050.1% | +16,933.7% | +1,790.1% |
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