+23.9%
ISRG vs IOVA
-67.9%
+91.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +3.9% | -7.2% | -3.6% |
| 7D | +4.8% | -5.2% | +10.0% | +5.1% |
| 30D | +9.2% | -37.8% | +47.0% | +11.6% |
| 3M | +21.2% | +29.5% | -8.3% | +17.3% |
| 6M | +0.2% | +96.6% | -96.3% | -7.0% |
| YTD | -20.1% | +194.5% | -214.6% | -28.9% |
| 1Y | -17.3% | +248.1% | -265.4% | -27.7% |
| 3Y | +63.3% | +86.1% | -22.8% | +34.2% |
| All | +23.9% | -67.9% | +91.8% | +18.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling