+19.2%
ISRG vs IOVA
+44.8%
-25.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.9% | -0.9% |
| 7D | -1.6% | +9.7% | -11.3% | -1.9% |
| 30D | -2.3% | +102.5% | -104.8% | -5.5% |
| 3M | -12.4% | +100.7% | -113.1% | -15.6% |
| 6M | -26.8% | +106.3% | -133.2% | -29.9% |
| YTD | -35.3% | +222.0% | -257.2% | -39.6% |
| 1Y | -19.3% | +299.5% | -318.9% | -26.0% |
| All | +19.2% | +44.8% | -25.6% | +1.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling