+23,674.8%
ISRG vs IP
+191.9%
+23,482.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +1.5% | +7.9% | +8.8% |
| 7D | +8.5% | +3.4% | +5.1% | +7.2% |
| 30D | +18.6% | +11.2% | +7.4% | +14.0% |
| 3M | +30.9% | -14.8% | +45.7% | +37.9% |
| 6M | +6.6% | +17.3% | -10.7% | -0.9% |
| YTD | -14.9% | -6.2% | -8.7% | -15.6% |
| 1Y | -10.5% | +2.3% | -12.9% | -14.3% |
| 3Y | +73.1% | +17.7% | +55.4% | +50.3% |
| 5Y | +32.7% | -8.4% | +41.1% | +25.3% |
| 10Y | +546.2% | +32.1% | +514.2% | +401.0% |
| All | +23,674.8% | +191.9% | +23,482.9% | +12,755.8% |
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