+57.0%
ISRG vs IRM
+112.1%
-55.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.6% | +1.0% |
| 7D | -2.0% | +6.8% | -8.8% | -3.7% |
| 30D | +5.6% | +2.6% | +2.9% | +4.6% |
| 3M | +10.5% | -9.5% | +20.0% | +13.1% |
| 6M | +2.6% | -8.5% | +11.1% | +4.2% |
| YTD | -21.7% | +40.3% | -62.0% | -32.9% |
| 1Y | -21.6% | +28.7% | -50.2% | -30.6% |
| 3Y | +57.0% | +111.8% | -54.8% | +6.0% |
| All | +57.0% | +112.1% | -55.0% | +6.0% |
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