+17,983.8%
ISRG vs IRM
+3,089.3%
+14,894.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.5% | -1.4% |
| 7D | -1.6% | -0.5% | -1.1% | -1.5% |
| 30D | -2.3% | -8.1% | +5.8% | +0.4% |
| 3M | -12.4% | -9.7% | -2.8% | -9.9% |
| 6M | -26.8% | +10.0% | -36.8% | -30.4% |
| YTD | -35.3% | +43.0% | -78.3% | -44.4% |
| 1Y | -19.3% | +32.7% | -52.0% | -29.2% |
| 3Y | +18.1% | +102.7% | -84.6% | -12.8% |
| 5Y | +2.6% | +187.6% | -184.9% | -33.9% |
| 10Y | +379.4% | +420.1% | -40.7% | +138.1% |
| All | +17,983.8% | +3,089.3% | +14,894.6% | +4,733.4% |
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