+191.0%
IONQ vs USO
+95.6%
+95.4%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +0.1% | +23.3% | +23.4% |
| 7D | +8.6% | -12.1% | +20.7% | +8.8% |
| 30D | -21.1% | +3.1% | -24.2% | -21.1% |
| 3M | -17.9% | +24.9% | -42.7% | -18.2% |
| 6M | -37.9% | +10.8% | -48.7% | -38.1% |
| YTD | -27.3% | +114.6% | -141.9% | -45.2% |
| 1Y | -43.2% | +109.4% | -152.6% | -56.6% |
| 3Y | +191.0% | +98.1% | +92.9% | +121.8% |
| All | +191.0% | +95.6% | +95.4% | +121.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling