+534.7%
QQQ vs ISRG
+542.9%
-8.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.6% |
| 7D | +3.6% | -2.0% | +5.7% | +4.6% |
| 30D | -6.7% | +5.6% | -12.3% | -9.3% |
| 3M | -7.0% | +10.5% | -17.6% | -11.8% |
| 6M | -4.7% | +2.6% | -7.3% | -8.0% |
| YTD | +11.1% | -21.7% | +32.7% | +21.1% |
| 1Y | +12.3% | -21.6% | +33.8% | +22.1% |
| 3Y | +83.3% | +57.0% | +26.3% | +37.0% |
| 5Y | +77.5% | +25.0% | +52.5% | +42.6% |
| All | +534.7% | +542.9% | -8.2% | +166.7% |
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