+81.0%
USO vs IONS
-29.6%
+110.6%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | 0.0% |
| 7D | -2.7% | -29.4% | +26.7% | -0.6% |
| 30D | -6.3% | -35.1% | +28.8% | -3.8% |
| 3M | +10.9% | -48.9% | +59.7% | +15.4% |
| 6M | +2.0% | -62.4% | +64.4% | +8.1% |
| YTD | +104.6% | -64.2% | +168.7% | +117.1% |
| 1Y | +94.5% | -60.9% | +155.4% | +105.0% |
| 3Y | +97.1% | -38.9% | +136.0% | +96.4% |
| 5Y | +151.6% | -15.6% | +167.2% | +136.3% |
| 10Y | +81.0% | -33.5% | +114.5% | +80.9% |
| All | +81.0% | -29.6% | +110.6% | +80.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IONS.
Daily Out/Under-Performance
Portfolio return minus IONS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONS 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 IONS 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