+28.4%
ISRG vs IP
-12.5%
+40.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.0% | +1.1% | -1.8% |
| 7D | +4.4% | -5.0% | +9.4% | +5.8% |
| 30D | +15.8% | +6.5% | +9.2% | +13.7% |
| 3M | +24.9% | -18.0% | +42.9% | +31.2% |
| 6M | +3.8% | +10.3% | -6.5% | +0.1% |
| YTD | -17.3% | -9.9% | -7.4% | -16.6% |
| 1Y | -14.6% | -1.1% | -13.5% | -16.5% |
| 3Y | +68.2% | +13.0% | +55.2% | +48.5% |
| 5Y | +28.4% | -12.3% | +40.6% | +31.7% |
| All | +28.4% | -12.5% | +40.8% | +31.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling