+167.4%
IONQ vs USO
+341.2%
-173.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.3% | -6.1% | -6.4% |
| 7D | -11.5% | -1.9% | -9.6% | -11.3% |
| 30D | -8.1% | -5.2% | -2.9% | -7.7% |
| 3M | -35.8% | +16.4% | -52.2% | -37.2% |
| 6M | -47.7% | +2.5% | -50.2% | -48.3% |
| YTD | -35.6% | +110.5% | -146.1% | -48.9% |
| 1Y | -36.4% | +108.4% | -144.8% | -49.3% |
| 3Y | +150.0% | +99.6% | +50.4% | +99.3% |
| 5Y | +43.3% | +160.1% | -116.7% | -1.9% |
| All | +167.4% | +341.2% | -173.7% | +63.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USO.
Daily Out/Under-Performance
Portfolio return minus USO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USO 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 USO 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