+202.0%
IONQ vs ISRG
+64.5%
+137.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -3.4% | +26.8% | +26.2% |
| 7D | +8.6% | +4.8% | +3.8% | +3.1% |
| 30D | -21.1% | +9.2% | -30.3% | -27.9% |
| 3M | -17.9% | +21.2% | -39.0% | -32.2% |
| 6M | -37.9% | +0.2% | -38.2% | -42.8% |
| YTD | -27.3% | -20.1% | -7.3% | -16.4% |
| 1Y | -43.2% | -17.3% | -25.9% | -37.1% |
| 3Y | +191.0% | +63.3% | +127.7% | +59.0% |
| 5Y | +69.3% | +24.1% | +45.2% | +12.5% |
| All | +202.0% | +64.5% | +137.5% | +68.1% |
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 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