+399.8%
ISRG vs IR
+316.5%
+83.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.8% | 0.0% | -1.8% |
| 7D | +4.4% | +2.3% | +2.1% | +3.5% |
| 30D | +15.8% | +3.3% | +12.4% | +13.9% |
| 3M | +24.9% | -9.0% | +33.9% | +28.9% |
| 6M | +3.8% | +8.0% | -4.2% | +0.1% |
| YTD | -17.3% | +3.4% | -20.7% | -19.9% |
| 1Y | -14.6% | +4.5% | -19.1% | -17.8% |
| 3Y | +68.2% | +25.6% | +42.6% | +46.3% |
| 5Y | +28.4% | +43.8% | -15.4% | +3.9% |
| All | +399.8% | +316.5% | +83.3% | +192.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling