+224.0%
IONQ vs USO
+328.6%
-104.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.1% | -0.9% |
| 7D | +16.7% | -10.6% | +27.2% | +18.0% |
| 30D | -12.3% | -4.6% | -7.7% | -12.0% |
| 3M | -17.7% | +12.3% | -30.1% | -19.1% |
| 6M | -28.9% | +5.9% | -34.8% | -30.2% |
| YTD | -22.0% | +104.5% | -126.5% | -37.9% |
| 1Y | -36.8% | +97.3% | -134.1% | -49.1% |
| 3Y | +228.2% | +97.0% | +131.2% | +161.7% |
| 5Y | +91.9% | +151.2% | -59.2% | +32.0% |
| All | +224.0% | +328.6% | -104.7% | +98.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling