+536.3%
ISRG vs IOVA
+28.7%
+507.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +1.6% |
| 7D | +5.4% | +1.9% | +3.6% | +5.1% |
| 30D | +8.6% | -44.1% | +52.8% | +13.3% |
| 3M | +21.6% | +28.9% | -7.3% | +16.1% |
| 6M | +2.3% | +125.7% | -123.4% | -9.2% |
| YTD | -18.7% | +199.3% | -217.9% | -31.2% |
| 1Y | -17.8% | +255.2% | -273.0% | -32.0% |
| 3Y | +69.1% | +106.8% | -37.8% | +30.1% |
| 5Y | +26.5% | -67.1% | +93.5% | +13.4% |
| 10Y | +536.3% | +16.7% | +519.6% | +365.2% |
| All | +536.3% | +28.7% | +507.6% | +365.2% |
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