+767.4%
QQQ vs ISRG
+21,742.8%
-20,975.4%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | +0.1% |
| 7D | +6.4% | -6.1% | +12.5% | +7.7% |
| 30D | -7.5% | +4.2% | -11.7% | -8.3% |
| 3M | -4.8% | +9.6% | -14.4% | -6.8% |
| 6M | -2.5% | +1.9% | -4.3% | -3.8% |
| YTD | +12.4% | -22.3% | +34.7% | +16.9% |
| 1Y | +11.3% | -23.2% | +34.5% | +16.0% |
| 3Y | +85.0% | +58.5% | +26.4% | +65.8% |
| 5Y | +79.6% | +23.9% | +55.7% | +67.1% |
| 10Y | +535.9% | +536.7% | -0.8% | +351.4% |
| All | +767.4% | +21,742.8% | -20,975.4% | +287.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling