+23.9%
ISRG vs IP
-12.0%
+35.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.8% | -4.2% | -3.6% |
| 7D | +4.8% | -5.1% | +9.9% | +6.2% |
| 30D | +9.2% | +8.5% | +0.7% | +6.8% |
| 3M | +21.2% | -13.8% | +35.0% | +25.7% |
| 6M | +0.2% | +5.7% | -5.5% | -2.2% |
| YTD | -20.1% | -9.1% | -10.9% | -19.6% |
| 1Y | -17.3% | -0.8% | -16.5% | -19.2% |
| 3Y | +63.3% | +14.8% | +48.5% | +43.4% |
| All | +23.9% | -12.0% | +35.9% | +26.4% |
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