+304.7%
IONQ vs USO
+198.8%
+105.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.9% | -0.5% | +2.1% |
| 7D | +7.1% | +3.6% | +3.6% | +6.7% |
| 30D | -8.9% | +23.8% | -32.7% | -11.3% |
| 3M | -35.6% | +8.1% | -43.6% | -36.4% |
| 6M | +13.3% | +34.3% | -21.0% | +3.0% |
| YTD | -9.8% | +111.1% | -121.0% | -29.4% |
| 1Y | -1.3% | +99.9% | -101.2% | -21.2% |
| 3Y | +109.3% | +86.5% | +22.8% | +66.9% |
| 5Y | +304.7% | +200.5% | +104.2% | +127.9% |
| All | +304.7% | +198.8% | +105.9% | +127.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling