-19.9%
ISRG vs IOT
-1.2%
-18.7%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.6% | +2.1% |
| 7D | -2.5% | -0.8% | -1.7% | -2.5% |
| 30D | -10.2% | -4.7% | -5.5% | -9.7% |
| 3M | -12.5% | +17.8% | -30.3% | -15.0% |
| 6M | -25.8% | +16.8% | -42.6% | -28.3% |
| YTD | -36.4% | +8.4% | -44.8% | -38.2% |
| 1Y | -19.9% | -0.8% | -19.1% | -21.5% |
| All | -19.9% | -1.2% | -18.7% | -21.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling