+265.9%
IONQ vs ISRG
+33.2%
+232.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +2.0% |
| 7D | +0.8% | -1.6% | +2.4% | +2.2% |
| 30D | -1.0% | -2.3% | +1.2% | +0.5% |
| 3M | -39.8% | -12.4% | -27.4% | -35.1% |
| 6M | +6.4% | -26.8% | +33.3% | +33.1% |
| YTD | -11.9% | -35.3% | +23.3% | +24.2% |
| 1Y | -6.2% | -19.3% | +13.2% | +1.7% |
| 3Y | +125.7% | +18.1% | +107.6% | +70.9% |
| 5Y | +296.0% | +2.6% | +293.3% | +219.4% |
| All | +265.9% | +33.2% | +232.7% | +149.9% |
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 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