-10.5%
ISRG vs IRE
-97.6%
+87.0%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -23.2% | +32.6% | +9.4% |
| 7D | +8.5% | -46.8% | +55.4% | +8.7% |
| 30D | +18.6% | -75.5% | +94.1% | +19.4% |
| 3M | +30.9% | -79.4% | +110.3% | +31.6% |
| 6M | +6.6% | -91.3% | +97.9% | +6.7% |
| YTD | -14.9% | -90.8% | +75.9% | -15.7% |
| 1Y | -10.5% | -97.7% | +87.2% | -10.0% |
| All | -10.5% | -97.6% | +87.0% | -10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 1y: compounded portfolio wealth divided by compounded IRE 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…
1y analysis · Full analysis span regression · 6 months rolling