+23.4%
ISRG vs IRM
+101.3%
-77.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.5% | -1.3% |
| 7D | -1.6% | -0.5% | -1.1% | -1.5% |
| 30D | -2.3% | -8.1% | +5.8% | -0.1% |
| 3M | -12.4% | -9.7% | -2.8% | -10.3% |
| 6M | -26.8% | +10.0% | -36.8% | -30.3% |
| YTD | -35.3% | +43.0% | -78.3% | -44.5% |
| 1Y | -19.3% | +32.7% | -52.0% | -29.6% |
| All | +23.4% | +101.3% | -77.9% | -11.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling