-19.3%
ISRG vs SCHW
+14.3%
-33.6%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.1% | -0.5% |
| 7D | -1.6% | -0.8% | -0.8% | -1.3% |
| 30D | -2.3% | +1.5% | -3.7% | -2.7% |
| 3M | -12.4% | +24.6% | -37.0% | -17.0% |
| 6M | -26.8% | +14.5% | -41.4% | -29.4% |
| YTD | -35.3% | +10.5% | -45.7% | -37.4% |
| 1Y | -19.3% | +13.4% | -32.7% | -22.7% |
| All | -19.3% | +14.3% | -33.6% | -22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHW.
Daily Out/Under-Performance
Portfolio return minus SCHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHW 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 1y: compounded portfolio wealth divided by compounded SCHW 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…
1y analysis · Full analysis span regression · 6 months rolling