+378.3%
ISRG vs IOVA
+9.2%
+369.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.9% | -0.9% |
| 7D | -1.6% | +9.7% | -11.3% | -2.4% |
| 30D | -2.3% | +102.5% | -104.8% | -9.7% |
| 3M | -12.4% | +100.7% | -113.1% | -19.5% |
| 6M | -26.8% | +106.3% | -133.2% | -33.7% |
| YTD | -35.3% | +222.0% | -257.2% | -44.5% |
| 1Y | -19.3% | +299.5% | -318.9% | -33.2% |
| 3Y | +18.1% | +42.9% | -24.8% | -3.2% |
| 5Y | +2.6% | -65.0% | +67.6% | -7.0% |
| All | +378.3% | +9.2% | +369.1% | +280.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling