+370.1%
ISRG vs QID
-99.1%
+469.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +1.1% |
| 7D | -5.0% | -1.9% | -3.1% | -5.9% |
| 30D | -10.2% | +1.7% | -11.9% | -9.4% |
| 3M | -17.2% | -3.9% | -13.3% | -18.0% |
| 6M | -28.4% | -30.0% | +1.6% | -38.9% |
| YTD | -37.6% | -28.2% | -9.4% | -45.7% |
| 1Y | -24.4% | -35.6% | +11.2% | -37.2% |
| 3Y | +18.4% | -74.3% | +92.7% | -29.7% |
| 5Y | -1.0% | -80.8% | +79.9% | -37.3% |
| 10Y | +370.1% | -99.2% | +469.3% | -5.8% |
| All | +370.1% | -99.1% | +469.3% | -5.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling