+370.1%
ISRG vs IYR
+65.1%
+305.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.8% |
| 7D | -5.0% | -0.9% | -4.1% | -4.3% |
| 30D | -10.2% | -2.4% | -7.8% | -8.5% |
| 3M | -17.2% | -2.0% | -15.2% | -15.9% |
| 6M | -28.4% | +2.5% | -30.9% | -30.0% |
| YTD | -37.6% | +8.3% | -45.9% | -41.8% |
| 1Y | -24.4% | +6.5% | -30.9% | -28.5% |
| 3Y | +18.4% | +29.3% | -10.9% | -5.8% |
| 5Y | -1.0% | +5.7% | -6.6% | -6.0% |
| 10Y | +370.1% | +69.2% | +300.9% | +217.7% |
| All | +370.1% | +65.1% | +305.0% | +217.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 10y: compounded portfolio wealth divided by compounded IYR 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…
10y analysis · Full analysis span regression · 6 months rolling