+500.7%
ISRG vs IP
+26.3%
+474.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.8% | -4.2% | -3.6% |
| 7D | +4.8% | -5.1% | +9.9% | +6.6% |
| 30D | +9.2% | +8.5% | +0.7% | +6.1% |
| 3M | +21.2% | -13.8% | +35.0% | +26.8% |
| 6M | +0.2% | +5.7% | -5.5% | -2.9% |
| YTD | -20.1% | -9.1% | -10.9% | -19.7% |
| 1Y | -17.3% | -0.8% | -16.5% | -19.8% |
| 3Y | +63.3% | +14.8% | +48.5% | +41.8% |
| 5Y | +24.1% | -11.5% | +35.6% | +18.8% |
| All | +500.7% | +26.3% | +474.4% | +410.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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