-19.3%
ISRG vs QID
-38.2%
+18.9%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.5% | -0.9% |
| 7D | -1.6% | -0.6% | -1.0% | -1.7% |
| 30D | -2.3% | 0.0% | -2.3% | -2.2% |
| 3M | -12.4% | +3.7% | -16.2% | -11.0% |
| 6M | -26.8% | -29.9% | +3.0% | -34.4% |
| YTD | -35.3% | -28.8% | -6.5% | -41.4% |
| 1Y | -19.3% | -37.2% | +17.9% | -27.0% |
| All | -19.3% | -38.2% | +18.9% | -27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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