+17.4%
ISRG vs IOT
+30.1%
-12.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.1% | -4.4% | -4.5% |
| 7D | -5.2% | +2.8% | -8.0% | -5.7% |
| 30D | -7.6% | -1.8% | -5.8% | -7.4% |
| 3M | -16.4% | +17.9% | -34.2% | -19.6% |
| 6M | -28.6% | +13.5% | -42.1% | -31.4% |
| YTD | -38.2% | +13.3% | -51.4% | -41.1% |
| 1Y | -25.5% | -3.3% | -22.2% | -27.0% |
| 3Y | +17.4% | +31.3% | -13.9% | +9.1% |
| All | +17.4% | +30.1% | -12.6% | +9.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling