+2,987.8%
ISRG vs QLD
+9,021.3%
-6,033.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.2% | -4.3% | -4.4% |
| 7D | -5.2% | +3.0% | -8.1% | -6.6% |
| 30D | -7.6% | -1.8% | -5.7% | -6.8% |
| 3M | -16.4% | -1.8% | -14.6% | -17.1% |
| 6M | -28.6% | +36.9% | -65.5% | -41.0% |
| YTD | -38.2% | +28.7% | -66.9% | -47.4% |
| 1Y | -25.5% | +41.9% | -67.4% | -40.2% |
| 3Y | +17.4% | +184.2% | -166.8% | -37.2% |
| 5Y | -3.0% | +122.1% | -125.1% | -45.2% |
| 10Y | +356.0% | +1,646.5% | -1,290.5% | -22.8% |
| All | +2,987.8% | +9,021.3% | -6,033.5% | +55.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling