-74.0%
USO vs IONS
+225.9%
-299.9%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -9.1% | +8.2% | -0.1% |
| 7D | -10.6% | -30.3% | +19.7% | -8.1% |
| 30D | -4.6% | -37.7% | +33.2% | -1.0% |
| 3M | +12.3% | -50.5% | +62.8% | +18.5% |
| 6M | +5.9% | -62.8% | +68.6% | +13.9% |
| YTD | +104.5% | -64.4% | +168.9% | +120.2% |
| 1Y | +97.3% | -59.5% | +156.8% | +110.0% |
| 3Y | +97.0% | -39.2% | +136.2% | +98.4% |
| 5Y | +151.2% | -15.3% | +166.5% | +140.2% |
| 10Y | +76.1% | -31.2% | +107.3% | +65.7% |
| All | -74.0% | +225.9% | -299.9% | -82.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling