+179.2%
XLE vs ISRG
+542.9%
-363.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.1% | +0.7% |
| 7D | +5.4% | -2.0% | +7.5% | +6.0% |
| 30D | -3.9% | +5.6% | -9.5% | -5.8% |
| 3M | +7.0% | +10.5% | -3.5% | +3.2% |
| 6M | +14.2% | +2.6% | +11.6% | +11.4% |
| YTD | +48.2% | -21.7% | +69.8% | +56.3% |
| 1Y | +47.7% | -21.6% | +69.2% | +55.4% |
| 3Y | +70.0% | +57.0% | +13.0% | +34.8% |
| 5Y | +169.1% | +25.0% | +144.2% | +124.0% |
| All | +179.2% | +542.9% | -363.7% | +41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ISRG.
Daily Out/Under-Performance
Portfolio return minus ISRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ISRG 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 10y: compounded portfolio wealth divided by compounded ISRG 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…
10y analysis · Full analysis span regression · 6 months rolling