-44.7%
IONQ vs ISRG
-11.6%
-33.1%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +9.4% | -10.9% | -2.7% |
| 7D | -8.9% | +8.5% | -17.4% | -9.8% |
| 30D | -31.3% | +18.6% | -49.9% | -32.9% |
| 3M | -29.2% | +30.9% | -60.1% | -32.0% |
| 6M | -35.4% | +6.6% | -42.0% | -35.4% |
| YTD | -34.2% | -14.9% | -19.3% | -27.0% |
| 1Y | -44.7% | -10.5% | -34.1% | -40.3% |
| All | -44.7% | -11.6% | -33.1% | -40.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling