+19.2%
ISRG vs IP
+21.5%
-2.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.2% | -3.0% | -1.3% |
| 7D | -1.6% | -5.3% | +3.7% | -0.6% |
| 30D | -2.3% | -10.9% | +8.6% | -0.2% |
| 3M | -12.4% | +11.2% | -23.6% | -14.4% |
| 6M | -26.8% | -10.2% | -16.6% | -25.6% |
| YTD | -35.3% | -2.0% | -33.3% | -35.6% |
| 1Y | -19.3% | -19.1% | -0.2% | -16.5% |
| All | +19.2% | +21.5% | -2.3% | +19.1% |
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