-73.9%
USO vs IONS
+571.6%
-645.5%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +9.5% | -4.8% | +14.3% | +9.9% |
| 30D | +23.6% | +7.2% | +16.4% | +22.7% |
| 3M | +3.8% | -22.7% | +26.5% | +5.6% |
| 6M | +55.0% | -26.9% | +81.9% | +58.1% |
| YTD | +105.3% | -26.6% | +131.8% | +109.1% |
| 1Y | +91.4% | -2.1% | +93.5% | +89.7% |
| 3Y | +84.6% | +43.4% | +41.1% | +73.2% |
| 5Y | +191.7% | +47.0% | +144.7% | +168.0% |
| 10Y | +73.3% | +97.2% | -23.9% | +48.7% |
| All | -73.9% | +571.6% | -645.5% | -83.3% |
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