+12.3%
QQQ vs ISRG
-21.7%
+34.0%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.3% |
| 7D | +3.6% | -2.0% | +5.7% | +3.9% |
| 30D | -6.7% | +5.6% | -12.3% | -7.3% |
| 3M | -7.0% | +10.5% | -17.6% | -8.1% |
| 6M | -4.7% | +2.6% | -7.3% | -4.2% |
| YTD | +11.1% | -21.7% | +32.7% | +20.5% |
| 1Y | +12.3% | -21.6% | +33.8% | +22.3% |
| All | +12.3% | -21.7% | +34.0% | +22.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling