+22,229.9%
ISRG vs IRM
+2,829.7%
+19,400.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.0% | -4.3% | -3.7% |
| 7D | +4.8% | -8.6% | +13.4% | +8.0% |
| 30D | +9.2% | -8.0% | +17.2% | +12.1% |
| 3M | +21.2% | -12.0% | +33.1% | +25.8% |
| 6M | +0.2% | -18.2% | +18.4% | +6.1% |
| YTD | -20.1% | +31.4% | -51.4% | -29.6% |
| 1Y | -17.3% | +9.2% | -26.5% | -22.3% |
| 3Y | +63.3% | +94.6% | -31.3% | +21.7% |
| 5Y | +24.1% | +170.2% | -146.1% | -18.6% |
| 10Y | +507.0% | +464.3% | +42.7% | +192.4% |
| All | +22,229.9% | +2,829.7% | +19,400.2% | +6,019.7% |
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