+76.2%
USO vs IONS
+93.9%
-17.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.2% | +3.9% | +2.8% |
| 7D | +6.2% | -8.7% | +14.9% | +6.8% |
| 30D | +19.1% | -1.6% | +20.7% | +19.1% |
| 3M | +14.2% | -24.9% | +39.1% | +16.0% |
| 6M | +43.7% | -25.7% | +69.4% | +45.9% |
| YTD | +116.8% | -29.2% | +146.0% | +120.7% |
| 1Y | +104.3% | -13.0% | +117.4% | +104.4% |
| 3Y | +91.5% | +35.9% | +55.6% | +81.1% |
| 5Y | +214.1% | +54.5% | +159.6% | +186.8% |
| All | +76.2% | +93.9% | -17.7% | +63.4% |
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