-20.1%
ISRG vs IRM
+10.0%
-30.1%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.1% | -2.4% | +1.6% |
| 7D | +5.4% | -3.8% | +9.2% | +5.6% |
| 30D | +8.6% | -3.2% | +11.8% | +8.9% |
| 3M | +21.6% | -7.8% | +29.4% | +21.9% |
| 6M | +2.3% | -12.7% | +15.0% | +3.0% |
| YTD | -18.7% | +36.7% | -55.4% | -23.2% |
| All | -20.1% | +10.0% | -30.1% | -22.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling