+69.0%
ISRG vs QLD
+134.4%
-65.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -12.7% | +9.9% | +1.8% |
| 7D | +4.4% | -18.6% | +23.0% | +12.2% |
| 30D | +15.8% | -28.3% | +44.0% | +29.9% |
| 3M | +24.9% | -20.4% | +45.3% | +34.3% |
| 6M | +3.8% | -14.3% | +18.1% | +5.8% |
| YTD | -17.3% | +2.8% | -20.0% | -22.7% |
| 1Y | -14.6% | -1.2% | -13.4% | -19.0% |
| All | +69.0% | +134.4% | -65.4% | -0.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling