+18,235.0%
ISRG vs IYR
+700.6%
+17,534.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.4% |
| 7D | -1.6% | -1.2% | -0.3% | -0.8% |
| 30D | -2.3% | -2.9% | +0.6% | -0.6% |
| 3M | -12.4% | +0.8% | -13.3% | -12.9% |
| 6M | -26.8% | +1.9% | -28.7% | -27.7% |
| YTD | -35.3% | +9.6% | -44.9% | -39.0% |
| 1Y | -19.3% | +8.1% | -27.4% | -23.3% |
| 3Y | +18.1% | +29.2% | -11.1% | -0.1% |
| 5Y | +2.6% | +4.3% | -1.6% | 0.0% |
| 10Y | +379.4% | +64.7% | +314.7% | +255.7% |
| All | +18,235.0% | +700.6% | +17,534.4% | +3,628.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling