+17,983.8%
ISRG vs IP
+204.9%
+17,778.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.2% | -3.0% | -1.6% |
| 7D | -1.6% | -5.3% | +3.7% | +0.3% |
| 30D | -2.3% | -10.9% | +8.6% | +1.7% |
| 3M | -12.4% | +11.2% | -23.6% | -16.5% |
| 6M | -26.8% | -10.2% | -16.6% | -25.5% |
| YTD | -35.3% | -2.0% | -33.3% | -36.6% |
| 1Y | -19.3% | -19.1% | -0.2% | -15.8% |
| 3Y | +18.1% | +20.9% | -2.7% | +2.0% |
| 5Y | +2.6% | -17.8% | +20.5% | +1.2% |
| 10Y | +379.4% | +23.5% | +355.9% | +281.9% |
| All | +17,983.8% | +204.9% | +17,778.9% | +9,564.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling