+678.4%
XLE vs ISRG
+22,383.9%
-21,705.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.4% | +3.3% | +0.5% |
| 7D | -12.0% | +4.8% | -16.8% | -12.8% |
| 30D | -2.7% | +9.2% | -12.0% | -4.4% |
| 3M | +6.6% | +21.2% | -14.6% | +2.8% |
| 6M | +9.5% | +0.2% | +9.3% | +8.3% |
| YTD | +40.6% | -20.1% | +60.6% | +44.0% |
| 1Y | +43.6% | -17.3% | +60.9% | +46.1% |
| 3Y | +58.1% | +63.3% | -5.2% | +41.0% |
| 5Y | +152.2% | +24.1% | +128.1% | +131.3% |
| 10Y | +172.9% | +507.0% | -334.0% | +93.7% |
| All | +678.4% | +22,383.9% | -21,705.5% | +280.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling