+704.4%
XLE vs ISRG
+18,108.6%
-17,404.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | 0.0% | -0.7% |
| 7D | +2.2% | -1.6% | +3.8% | +2.5% |
| 30D | +11.8% | -2.3% | +14.0% | +12.2% |
| 3M | +9.8% | -12.4% | +22.3% | +11.6% |
| 6M | +15.6% | -26.8% | +42.4% | +20.7% |
| YTD | +45.3% | -35.3% | +80.5% | +54.7% |
| 1Y | +48.3% | -19.3% | +67.6% | +51.5% |
| 3Y | +55.4% | +18.1% | +37.3% | +46.9% |
| 5Y | +216.1% | +2.6% | +213.5% | +200.0% |
| 10Y | +178.4% | +379.4% | -201.0% | +106.0% |
| All | +704.4% | +18,108.6% | -17,404.1% | +308.7% |
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