+63.3%
ISRG vs IYR
+36.6%
+26.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.6% | -2.7% | -2.9% |
| 7D | +4.8% | +2.0% | +2.8% | +3.6% |
| 30D | +9.2% | +8.2% | +1.0% | +3.8% |
| 3M | +21.2% | -1.7% | +22.9% | +22.6% |
| 6M | +0.2% | -0.4% | +0.6% | +0.6% |
| YTD | -20.1% | +9.9% | -29.9% | -25.1% |
| 1Y | -17.3% | +10.4% | -27.8% | -22.9% |
| 3Y | +63.3% | +38.4% | +24.9% | +34.8% |
| All | +63.3% | +36.6% | +26.7% | +34.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling