+28.1%
ISRG vs IR
+46.1%
-17.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.3% |
| 7D | -6.8% | +1.1% | -7.8% | -7.2% |
| 30D | +5.1% | +7.6% | -2.5% | +1.5% |
| 3M | +12.0% | +0.1% | +11.9% | +11.5% |
| 6M | +7.0% | +14.0% | -6.9% | +0.2% |
| YTD | -20.6% | +7.5% | -28.1% | -25.0% |
| 1Y | -21.4% | +10.1% | -31.6% | -26.9% |
| 3Y | +62.0% | +24.9% | +37.1% | +30.8% |
| 5Y | +28.1% | +46.9% | -18.7% | -10.6% |
| All | +28.1% | +46.1% | -17.9% | -10.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling