-0.5%
ISRG vs IRE
-97.3%
+96.8%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.5% | +4.2% | +1.7% |
| 7D | +5.4% | -15.5% | +20.9% | +5.4% |
| 30D | +8.6% | -70.4% | +79.0% | +9.1% |
| 3M | +21.6% | -81.6% | +103.2% | +22.3% |
| 6M | +2.3% | -94.7% | +97.0% | +3.2% |
| YTD | -18.7% | -91.8% | +73.1% | -19.0% |
| 1Y | -17.8% | -97.6% | +79.8% | -17.7% |
| All | -0.5% | -97.3% | +96.8% | -0.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling