+805.3%
QQQ vs ISRG
+18,108.6%
-17,303.3%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.3% |
| 7D | +0.4% | -1.6% | +1.9% | +0.7% |
| 30D | +0.2% | -2.3% | +2.5% | +0.6% |
| 3M | -2.8% | -12.4% | +9.6% | -0.8% |
| 6M | +18.0% | -26.8% | +44.8% | +24.6% |
| YTD | +17.3% | -35.3% | +52.6% | +26.9% |
| 1Y | +25.6% | -19.3% | +44.9% | +29.4% |
| 3Y | +93.7% | +18.1% | +75.6% | +84.3% |
| 5Y | +94.2% | +2.6% | +91.5% | +87.9% |
| 10Y | +557.9% | +379.4% | +178.4% | +392.6% |
| All | +805.3% | +18,108.6% | -17,303.3% | +320.4% |
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