+2.0%
ISRG vs RVTY
-30.5%
+32.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | -1.6% | +1.1% | -2.7% | -2.0% |
| 30D | -2.3% | +13.2% | -15.5% | -7.1% |
| 3M | -12.4% | +27.2% | -39.7% | -21.0% |
| 6M | -26.8% | +32.4% | -59.2% | -35.4% |
| YTD | -35.3% | +34.9% | -70.1% | -43.6% |
| 1Y | -19.3% | +52.4% | -71.7% | -33.8% |
| 3Y | +18.1% | +12.3% | +5.9% | +6.4% |
| All | +2.0% | -30.5% | +32.6% | +19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 5y: compounded portfolio wealth divided by compounded RVTY 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…
5y analysis · Full analysis span regression · 6 months rolling