+265.9%
IONQ vs USO
+330.2%
-64.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | +0.8% | +9.5% | -8.6% | -0.3% |
| 30D | -1.0% | +23.6% | -24.6% | -3.6% |
| 3M | -39.8% | +3.8% | -43.6% | -40.2% |
| 6M | +6.4% | +55.0% | -48.6% | -7.4% |
| YTD | -11.9% | +105.3% | -117.2% | -29.7% |
| 1Y | -6.2% | +91.4% | -97.5% | -23.4% |
| 3Y | +125.7% | +84.6% | +41.1% | +82.8% |
| 5Y | +296.0% | +191.7% | +104.3% | +168.1% |
| All | +265.9% | +330.2% | -64.3% | +124.7% |
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