+153.2%
QQQM vs ISRG
+39.0%
+114.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.5% | +4.4% | +1.7% |
| 7D | +1.5% | -5.2% | +6.7% | +3.6% |
| 30D | -0.7% | -7.6% | +6.9% | +2.2% |
| 3M | +0.4% | -16.4% | +16.8% | +6.3% |
| 6M | +20.1% | -28.6% | +48.6% | +35.2% |
| YTD | +17.2% | -38.2% | +55.4% | +40.4% |
| 1Y | +24.7% | -25.5% | +50.2% | +36.2% |
| 3Y | +96.6% | +17.4% | +79.1% | +70.0% |
| 5Y | +95.0% | -3.0% | +98.0% | +72.7% |
| All | +153.2% | +39.0% | +114.3% | +89.6% |
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 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