-10.5%
ISRG vs IOVA
+362.8%
-373.3%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -1.5% | +10.9% | +9.4% |
| 7D | +8.5% | -41.3% | +49.8% | +9.0% |
| 30D | +18.6% | -38.5% | +57.1% | +19.0% |
| 3M | +30.9% | +99.5% | -68.6% | +28.5% |
| 6M | +6.6% | +126.0% | -119.4% | +3.7% |
| YTD | -14.9% | +218.7% | -233.6% | -18.9% |
| 1Y | -10.5% | +378.0% | -388.5% | -14.7% |
| All | -10.5% | +362.8% | -373.3% | -14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 IOVA 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