+25.2%
ISRG vs QLD
+81.6%
-56.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -1.8% |
| 7D | +2.1% | -3.8% | +5.9% | +3.4% |
| 30D | +6.2% | -20.5% | +26.7% | +16.2% |
| 3M | +14.4% | -14.6% | +29.0% | +20.9% |
| 6M | 0.0% | -14.7% | +14.7% | +3.5% |
| YTD | -20.5% | +11.2% | -31.7% | -28.1% |
| 1Y | -21.9% | +7.1% | -29.0% | -28.2% |
| 3Y | +62.2% | +141.1% | -78.9% | -5.0% |
| 5Y | +25.2% | +84.3% | -59.1% | -21.1% |
| All | +25.2% | +81.6% | -56.4% | -21.1% |
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