-19.9%
ISRG vs ITOT
+16.9%
-36.8%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.6% | +2.7% | +2.6% |
| 7D | -2.5% | -2.0% | -0.5% | -0.7% |
| 30D | -10.2% | -2.0% | -8.2% | -8.5% |
| 3M | -12.5% | +4.5% | -17.1% | -15.8% |
| 6M | -25.8% | +12.6% | -38.5% | -33.8% |
| YTD | -36.4% | +12.0% | -48.3% | -42.7% |
| 1Y | -19.9% | +17.3% | -37.2% | -31.1% |
| All | -19.9% | +16.9% | -36.8% | -31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 1y: compounded portfolio wealth divided by compounded ITOT 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…
1y analysis · Full analysis span regression · 6 months rolling