+558.6%
QQQ vs ISRG
+391.9%
+166.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.4% | -1.5% | -0.2% |
| 7D | -0.6% | +0.7% | -1.2% | -1.0% |
| 30D | -1.2% | -8.0% | +6.8% | +2.3% |
| 3M | -0.2% | -10.6% | +10.4% | +3.2% |
| 6M | +17.9% | -25.1% | +43.0% | +31.5% |
| YTD | +16.6% | -34.8% | +51.5% | +38.6% |
| 1Y | +23.0% | -19.0% | +42.0% | +30.3% |
| 3Y | +92.9% | +22.1% | +70.9% | +62.5% |
| 5Y | +95.6% | +8.2% | +87.4% | +68.1% |
| All | +558.6% | +391.9% | +166.6% | +204.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ISRG.
Daily Out/Under-Performance
Portfolio return minus ISRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ISRG 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 10y: compounded portfolio wealth divided by compounded ISRG 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…
10y analysis · Full analysis span regression · 6 months rolling