+356.0%
ISRG vs IRM
+407.3%
-51.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.7% | -3.8% | -4.3% |
| 7D | -5.2% | +1.6% | -6.8% | -5.8% |
| 30D | -7.6% | -4.2% | -3.4% | -6.3% |
| 3M | -16.4% | -5.4% | -11.0% | -15.3% |
| 6M | -28.6% | +12.0% | -40.6% | -32.9% |
| YTD | -38.2% | +42.0% | -80.2% | -47.7% |
| 1Y | -25.5% | +29.9% | -55.4% | -35.1% |
| 3Y | +17.4% | +104.4% | -86.9% | -17.5% |
| 5Y | -3.0% | +191.0% | -194.0% | -41.6% |
| 10Y | +356.0% | +417.1% | -61.1% | +110.1% |
| All | +356.0% | +407.3% | -51.3% | +110.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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