+391.3%
ISRG vs IR
+342.0%
+49.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.7% | -3.0% | -0.1% |
| 7D | +5.4% | +5.0% | +0.4% | +3.4% |
| 30D | +8.6% | +10.3% | -1.7% | +4.3% |
| 3M | +21.6% | -0.1% | +21.7% | +21.1% |
| 6M | +2.3% | +14.8% | -12.4% | -3.6% |
| YTD | -18.7% | +9.7% | -28.4% | -23.0% |
| 1Y | -17.8% | +12.2% | -30.0% | -23.0% |
| 3Y | +69.1% | +30.0% | +39.1% | +45.2% |
| 5Y | +26.5% | +46.8% | -20.3% | +1.4% |
| All | +391.3% | +342.0% | +49.2% | +181.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 10y: compounded portfolio wealth divided by compounded IR 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…
10y analysis · Full analysis span regression · 6 months rolling