+73.9%
ISRG vs IP
+17.6%
+56.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +1.5% | +7.9% | +9.1% |
| 7D | +8.5% | +3.4% | +5.1% | +7.9% |
| 30D | +18.6% | +11.2% | +7.4% | +16.2% |
| 3M | +30.9% | -14.8% | +45.7% | +34.5% |
| 6M | +6.6% | +17.3% | -10.7% | +3.1% |
| YTD | -14.9% | -6.2% | -8.7% | -14.7% |
| 1Y | -10.5% | +2.3% | -12.9% | -12.1% |
| All | +73.9% | +17.6% | +56.3% | +83.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling