+167.4%
IONQ vs ISRG
+61.1%
+106.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.8% | -7.3% | -7.1% |
| 7D | -11.5% | -2.0% | -9.4% | -9.8% |
| 30D | -8.1% | +5.6% | -13.6% | -13.4% |
| 3M | -35.8% | +10.5% | -46.3% | -42.5% |
| 6M | -47.7% | +2.6% | -50.4% | -52.3% |
| YTD | -35.6% | -21.7% | -14.0% | -24.6% |
| 1Y | -36.4% | -21.6% | -14.8% | -25.9% |
| 3Y | +150.0% | +57.0% | +93.0% | +42.0% |
| 5Y | +43.3% | +25.0% | +18.3% | -4.1% |
| All | +167.4% | +61.1% | +106.3% | +51.6% |
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