+97.0%
USO vs IONS
-40.7%
+137.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -9.1% | +8.2% | -0.9% |
| 7D | -10.6% | -30.3% | +19.7% | -10.8% |
| 30D | -4.6% | -37.7% | +33.2% | -5.1% |
| 3M | +12.3% | -50.5% | +62.8% | +11.2% |
| 6M | +5.9% | -62.8% | +68.6% | +5.0% |
| YTD | +104.5% | -64.4% | +168.9% | +102.9% |
| 1Y | +97.3% | -59.5% | +156.8% | +95.2% |
| 3Y | +97.0% | -39.2% | +136.2% | +86.6% |
| All | +97.0% | -40.7% | +137.8% | +86.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling