+76.9%
IONQ vs ISRG
+24.9%
+52.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.5% | -2.6% |
| 7D | +15.3% | -6.8% | +22.1% | +22.1% |
| 30D | -6.1% | +5.1% | -11.2% | -11.5% |
| 3M | -21.6% | +12.0% | -33.6% | -31.1% |
| 6M | -40.1% | +7.0% | -47.1% | -48.0% |
| YTD | -24.1% | -20.6% | -3.5% | -11.3% |
| 1Y | -37.4% | -21.4% | -16.0% | -26.3% |
| 3Y | +219.5% | +62.0% | +157.5% | +62.0% |
| 5Y | +76.9% | +28.1% | +48.8% | +46.9% |
| All | +76.9% | +24.9% | +52.1% | +46.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling