-39.1%
IONQ vs ISRG
-23.4%
-15.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -2.1% | -7.3% | -9.1% |
| 7D | +16.8% | -6.1% | +22.9% | +17.5% |
| 30D | -11.1% | +4.2% | -15.4% | -11.9% |
| 3M | -31.7% | +9.6% | -41.4% | -32.7% |
| 6M | -44.8% | +1.9% | -46.6% | -45.1% |
| YTD | -31.2% | -22.3% | -8.9% | -21.3% |
| 1Y | -39.1% | -23.2% | -16.0% | -27.2% |
| All | -39.1% | -23.4% | -15.8% | -27.2% |
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 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