+6.5%
ISRG vs IOT
+55.2%
-48.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.7% | +4.6% | +1.6% |
| 7D | -5.0% | +5.1% | -10.1% | -6.0% |
| 30D | -10.2% | -3.0% | -7.2% | -9.9% |
| 3M | -17.2% | +15.0% | -32.2% | -20.0% |
| 6M | -28.4% | +13.1% | -41.6% | -31.2% |
| YTD | -37.6% | +9.0% | -46.7% | -40.1% |
| 1Y | -24.4% | +0.1% | -24.6% | -26.7% |
| 3Y | +18.4% | +26.4% | -8.0% | +5.9% |
| All | +6.5% | +55.2% | -48.7% | -17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 10y: compounded portfolio wealth divided by compounded IOT 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…
10y analysis · Full analysis span regression · 6 months rolling