+3.8%
ISRG vs QLD
-13.4%
+17.2%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -12.7% | +9.9% | -2.0% |
| 7D | +4.4% | -18.6% | +23.0% | +5.4% |
| 30D | +15.8% | -28.3% | +44.0% | +17.2% |
| 3M | +24.9% | -20.4% | +45.3% | +26.0% |
| 6M | +3.8% | -14.3% | +18.1% | +3.8% |
| All | +3.8% | -13.4% | +17.2% | +3.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling