+2.0%
ISRG vs QLD
+121.5%
-119.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.2% | -1.0% |
| 7D | -1.6% | +0.6% | -2.1% | -1.9% |
| 30D | -2.3% | -0.1% | -2.1% | -2.3% |
| 3M | -12.4% | -8.4% | -4.1% | -10.6% |
| 6M | -26.8% | +32.2% | -59.0% | -37.8% |
| YTD | -35.3% | +28.9% | -64.2% | -44.4% |
| 1Y | -19.3% | +43.8% | -63.2% | -34.8% |
| 3Y | +18.1% | +176.6% | -158.5% | -34.3% |
| All | +2.0% | +121.5% | -119.5% | -40.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling