-17.3%
ISRG vs IOVA
+255.8%
-273.1%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +3.9% | -7.2% | -3.4% |
| 7D | +4.8% | -5.2% | +10.0% | +4.9% |
| 30D | +9.2% | -37.8% | +47.0% | +9.6% |
| 3M | +21.2% | +29.5% | -8.3% | +19.9% |
| 6M | +0.2% | +96.6% | -96.3% | -2.5% |
| YTD | -20.1% | +194.5% | -214.6% | -24.5% |
| 1Y | -17.3% | +248.1% | -265.4% | -22.1% |
| All | -17.3% | +255.8% | -273.1% | -22.1% |
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