+63.3%
ISRG vs IR
+27.4%
+35.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.4% | -4.7% | -3.8% |
| 7D | +4.8% | +3.7% | +1.1% | +3.6% |
| 30D | +9.2% | +7.4% | +1.8% | +6.5% |
| 3M | +21.2% | -5.9% | +27.1% | +23.4% |
| 6M | +0.2% | +5.6% | -5.3% | -1.9% |
| YTD | -20.1% | +4.8% | -24.9% | -22.7% |
| 1Y | -17.3% | +6.9% | -24.3% | -20.8% |
| 3Y | +63.3% | +27.6% | +35.8% | +28.5% |
| All | +63.3% | +27.4% | +35.9% | +28.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling