+404.2%
XLF vs ISRG
+21,926.5%
-21,522.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.6% |
| 7D | +2.7% | -2.0% | +4.7% | +3.1% |
| 30D | +7.6% | +5.6% | +2.1% | +6.4% |
| 3M | +1.1% | +10.5% | -9.5% | -1.2% |
| 6M | +15.9% | +2.6% | +13.3% | +14.4% |
| YTD | +8.4% | -21.7% | +30.1% | +12.8% |
| 1Y | +12.5% | -21.6% | +34.1% | +16.9% |
| 3Y | +81.6% | +57.0% | +24.5% | +61.8% |
| 5Y | +59.3% | +25.0% | +34.3% | +45.8% |
| 10Y | +225.4% | +542.1% | -316.7% | +118.2% |
| All | +404.2% | +21,926.5% | -21,522.3% | +130.1% |
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 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