+539.2%
ISRG vs IYR
+87.3%
+451.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.8% | +0.8% |
| 7D | -2.0% | +0.6% | -2.6% | -2.5% |
| 30D | +5.6% | +6.6% | -1.0% | +0.5% |
| 3M | +10.5% | -1.8% | +12.4% | +12.2% |
| 6M | +2.6% | +1.4% | +1.2% | +1.5% |
| YTD | -21.7% | +10.5% | -32.2% | -28.0% |
| 1Y | -21.6% | +10.6% | -32.2% | -28.0% |
| 3Y | +57.0% | +41.8% | +15.2% | +15.9% |
| 5Y | +25.0% | +6.0% | +18.9% | +18.3% |
| All | +539.2% | +87.3% | +451.8% | +335.8% |
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