-3.0%
ISRG vs QID
-80.7%
+77.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.3% | -4.8% | -4.4% |
| 7D | -5.2% | -2.7% | -2.4% | -6.3% |
| 30D | -7.6% | +1.8% | -9.4% | -6.7% |
| 3M | -16.4% | -2.2% | -14.2% | -16.4% |
| 6M | -28.6% | -32.1% | +3.6% | -39.5% |
| YTD | -38.2% | -28.6% | -9.6% | -46.0% |
| 1Y | -25.5% | -36.3% | +10.8% | -38.0% |
| 3Y | +17.4% | -74.4% | +91.8% | -29.7% |
| 5Y | -3.0% | -80.8% | +77.8% | -37.2% |
| All | -3.0% | -80.7% | +77.7% | -37.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling