+23.4%
ISRG vs QID
-74.8%
+98.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.5% | -1.0% |
| 7D | -1.6% | -0.6% | -1.0% | -1.8% |
| 30D | -2.3% | 0.0% | -2.3% | -2.2% |
| 3M | -12.4% | +3.7% | -16.2% | -10.1% |
| 6M | -26.8% | -29.9% | +3.0% | -36.5% |
| YTD | -35.3% | -28.8% | -6.5% | -43.0% |
| 1Y | -19.3% | -37.2% | +17.9% | -32.6% |
| All | +23.4% | -74.8% | +98.2% | -27.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling