+539.2%
ISRG vs QID
-99.0%
+638.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.8% | +2.1% |
| 7D | -2.0% | -7.1% | +5.1% | -5.2% |
| 30D | +5.6% | +12.6% | -7.1% | +12.5% |
| 3M | +10.5% | +14.2% | -3.7% | +19.0% |
| 6M | +2.6% | +6.2% | -3.6% | +7.6% |
| YTD | -21.7% | -21.8% | +0.1% | -28.4% |
| 1Y | -21.6% | -23.1% | +1.6% | -28.6% |
| 3Y | +57.0% | -71.3% | +128.4% | -1.9% |
| 5Y | +25.0% | -77.0% | +102.0% | -13.3% |
| All | +539.2% | -99.0% | +638.2% | +35.3% |
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