+12.3%
QQQM vs ISRG
-11.6%
+23.9%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +9.4% | -8.4% | -0.1% |
| 7D | -4.6% | +8.5% | -13.2% | -5.5% |
| 30D | -8.5% | +18.6% | -27.1% | -10.4% |
| 3M | -4.3% | +30.9% | -35.2% | -7.6% |
| 6M | +3.1% | +6.6% | -3.5% | +3.8% |
| YTD | +13.1% | -14.9% | +27.9% | +21.9% |
| 1Y | +12.3% | -10.5% | +22.8% | +18.6% |
| All | +12.3% | -11.6% | +23.9% | +18.6% |
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 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