+500.7%
ISRG vs QLD
+1,375.1%
-874.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.5% | -5.9% | -4.6% |
| 7D | +4.8% | -10.3% | +15.1% | +9.8% |
| 30D | +9.2% | -26.1% | +35.3% | +24.7% |
| 3M | +21.2% | -17.8% | +38.9% | +31.0% |
| 6M | +0.2% | -15.6% | +15.8% | +4.4% |
| YTD | -20.1% | +5.4% | -25.4% | -25.9% |
| 1Y | -17.3% | +5.2% | -22.6% | -23.6% |
| 3Y | +63.3% | +139.4% | -76.1% | -5.4% |
| 5Y | +24.1% | +66.7% | -42.6% | -19.4% |
| All | +500.7% | +1,375.1% | -874.4% | +20.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling