-2.9%
ISRG vs IRE
-97.5%
+94.6%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +12.1% | -12.2% | -0.1% |
| 7D | -6.8% | -15.1% | +8.4% | -6.7% |
| 30D | +5.1% | -71.4% | +76.5% | +5.6% |
| 3M | +12.0% | -81.2% | +93.2% | +12.6% |
| 6M | +7.0% | -93.7% | +100.8% | +7.5% |
| YTD | -20.6% | -92.2% | +71.6% | -20.9% |
| 1Y | -21.4% | -97.3% | +75.8% | -21.5% |
| All | -2.9% | -97.5% | +94.6% | -3.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling