-24.4%
ISRG vs SPXU
-37.3%
+12.9%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.5% | +1.3% |
| 7D | -5.0% | +1.3% | -6.3% | -4.6% |
| 30D | -10.2% | +5.1% | -15.3% | -8.6% |
| 3M | -17.2% | -9.1% | -8.1% | -18.8% |
| 6M | -28.4% | -29.6% | +1.2% | -35.0% |
| YTD | -37.6% | -27.7% | -9.9% | -42.4% |
| 1Y | -24.4% | -37.0% | +12.5% | -32.0% |
| All | -24.4% | -37.3% | +12.9% | -32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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