+144.7%
IONQ vs ISRG
+70.2%
+74.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -2.8% | -7.7% | -8.2% |
| 7D | -16.7% | +4.4% | -21.1% | -20.0% |
| 30D | -38.9% | +15.8% | -54.7% | -46.6% |
| 3M | -33.8% | +24.9% | -58.7% | -46.4% |
| 6M | -44.9% | +3.8% | -48.7% | -50.4% |
| YTD | -41.1% | -17.3% | -23.8% | -33.7% |
| 1Y | -52.3% | -14.6% | -37.7% | -48.3% |
| 3Y | +128.2% | +68.2% | +60.0% | +22.6% |
| 5Y | +37.2% | +28.4% | +8.8% | -10.8% |
| All | +144.7% | +70.2% | +74.5% | +33.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling