+94.5%
QQQ vs ISRG
-2.2%
+96.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.6% |
| 7D | +1.0% | -5.0% | +6.0% | +3.0% |
| 30D | -0.6% | -10.2% | +9.6% | +3.5% |
| 3M | +1.3% | -17.2% | +18.5% | +7.8% |
| 6M | +18.1% | -28.4% | +46.6% | +33.2% |
| YTD | +16.9% | -37.6% | +54.5% | +39.9% |
| 1Y | +24.0% | -24.4% | +48.4% | +34.7% |
| 3Y | +95.6% | +18.4% | +77.2% | +67.4% |
| 5Y | +94.5% | -1.0% | +95.5% | +68.6% |
| All | +94.5% | -2.2% | +96.7% | +68.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling