+722.3%
ISRG vs INDA
+122.4%
+599.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.1% | 0.0% |
| 7D | -6.8% | +3.1% | -9.9% | -8.3% |
| 30D | +5.1% | +11.3% | -6.2% | -0.6% |
| 3M | +12.0% | +3.0% | +9.0% | +10.2% |
| 6M | +7.0% | +6.5% | +0.5% | +3.4% |
| YTD | -20.6% | -4.6% | -16.1% | -18.8% |
| 1Y | -21.4% | -5.8% | -15.7% | -19.2% |
| 3Y | +62.0% | +16.8% | +45.2% | +49.0% |
| 5Y | +28.1% | +10.4% | +17.8% | +21.6% |
| 10Y | +550.7% | +116.8% | +433.9% | +358.0% |
| All | +722.3% | +122.4% | +599.9% | +462.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling