+1,356.4%
ISRG vs IOVA
-92.3%
+1,448.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +10.1% |
| 3M | +21.2% | +29.5% | -8.3% | +20.0% |
| 6M | +0.2% | +96.6% | -96.3% | -2.0% |
| YTD | -20.1% | +194.5% | -214.6% | -22.8% |
| 1Y | -17.3% | +248.1% | -265.4% | -20.5% |
| 3Y | +63.3% | +86.1% | -22.8% | +56.2% |
| 5Y | +24.1% | -67.8% | +91.9% | +20.9% |
| 10Y | +507.0% | +38.6% | +468.3% | +483.7% |
| All | +1,356.4% | -92.3% | +1,448.8% | +1,245.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling