+185.7%
IONQ vs ISRG
+59.8%
+125.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -2.1% | -7.3% | -7.6% |
| 7D | +16.8% | -6.1% | +22.9% | +22.5% |
| 30D | -11.1% | +4.2% | -15.4% | -15.3% |
| 3M | -31.7% | +9.6% | -41.4% | -38.4% |
| 6M | -44.8% | +1.9% | -46.6% | -49.2% |
| YTD | -31.2% | -22.3% | -8.9% | -18.8% |
| 1Y | -39.1% | -23.2% | -16.0% | -27.6% |
| 3Y | +189.5% | +58.5% | +131.0% | +62.7% |
| 5Y | +53.2% | +23.9% | +29.2% | +3.2% |
| All | +185.7% | +59.8% | +125.9% | +63.2% |
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