+173.9%
XLE vs ISRG
+537.7%
-363.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | -0.2% | -6.8% | +6.5% | +1.7% |
| 30D | -4.0% | +5.1% | -9.1% | -5.8% |
| 3M | +4.6% | +12.0% | -7.4% | +0.5% |
| 6M | +12.3% | +7.0% | +5.3% | +8.1% |
| YTD | +44.5% | -20.6% | +65.2% | +51.9% |
| 1Y | +42.4% | -21.4% | +63.9% | +49.9% |
| 3Y | +67.0% | +62.0% | +5.0% | +31.1% |
| 5Y | +161.9% | +28.1% | +133.8% | +116.0% |
| 10Y | +173.9% | +550.7% | -376.8% | +38.1% |
| All | +173.9% | +537.7% | -363.8% | +38.1% |
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