-10.5%
ISRG vs QLD
+13.1%
-23.7%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +1.9% | +7.5% | +9.0% |
| 7D | +8.5% | -9.4% | +17.9% | +10.3% |
| 30D | +18.6% | -17.1% | +35.7% | +22.4% |
| 3M | +30.9% | -10.4% | +41.3% | +32.9% |
| 6M | +6.6% | +0.7% | +5.8% | +1.7% |
| YTD | -14.9% | +17.7% | -32.6% | -23.7% |
| 1Y | -10.5% | +14.7% | -25.2% | -19.2% |
| All | -10.5% | +13.1% | -23.7% | -19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 QLD 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