-3.0%
ISRG vs INDA
+7.2%
-10.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.6% | -2.9% | -3.2% |
| 7D | -5.2% | -1.0% | -4.2% | -4.3% |
| 30D | -7.6% | -2.5% | -5.0% | -5.6% |
| 3M | -16.4% | +4.0% | -20.3% | -19.0% |
| 6M | -28.6% | -1.8% | -26.8% | -27.5% |
| YTD | -38.2% | -9.2% | -29.0% | -33.1% |
| 1Y | -25.5% | -7.2% | -18.3% | -21.0% |
| 3Y | +17.4% | +9.8% | +7.6% | +4.2% |
| 5Y | -3.0% | +7.5% | -10.5% | -13.6% |
| All | -3.0% | +7.2% | -10.1% | -13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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