+152.0%
QQQM vs ISRG
+46.5%
+105.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.4% | -1.5% | -0.1% |
| 7D | -0.6% | +0.7% | -1.2% | -0.9% |
| 30D | -1.2% | -8.0% | +6.8% | +1.9% |
| 3M | -0.1% | -10.6% | +10.5% | +3.0% |
| 6M | +18.0% | -25.1% | +43.1% | +30.4% |
| YTD | +16.7% | -34.8% | +51.5% | +36.8% |
| 1Y | +23.0% | -19.0% | +42.1% | +29.8% |
| 3Y | +93.3% | +22.1% | +71.2% | +64.8% |
| 5Y | +96.3% | +8.2% | +88.1% | +66.5% |
| All | +152.0% | +46.5% | +105.5% | +84.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling