+22,612.5%
ISRG vs IRM
+2,948.8%
+19,663.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.1% | -2.4% | +0.3% |
| 7D | +5.4% | -3.8% | +9.2% | +6.7% |
| 30D | +8.6% | -3.2% | +11.8% | +9.5% |
| 3M | +21.6% | -7.8% | +29.4% | +24.2% |
| 6M | +2.3% | -12.7% | +15.0% | +5.9% |
| YTD | -18.7% | +36.7% | -55.4% | -29.4% |
| 1Y | -17.8% | +10.0% | -27.8% | -22.9% |
| 3Y | +69.1% | +107.2% | -38.2% | +23.2% |
| 5Y | +26.5% | +181.6% | -155.1% | -18.3% |
| 10Y | +536.3% | +481.1% | +55.1% | +203.2% |
| All | +22,612.5% | +2,948.8% | +19,663.8% | +6,036.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling