+356.3%
IGV vs USO
+90.4%
+265.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.6% | -6.2% | -1.2% |
| 7D | -5.4% | +11.5% | -16.8% | -6.4% |
| 30D | -2.6% | +24.1% | -26.7% | -4.7% |
| 3M | +10.5% | +17.9% | -7.4% | +8.3% |
| 6M | +18.2% | +49.6% | -31.4% | +11.8% |
| YTD | -4.2% | +129.0% | -133.2% | -14.3% |
| 1Y | -9.8% | +112.0% | -121.8% | -18.6% |
| 3Y | +39.1% | +102.3% | -63.2% | +24.9% |
| 5Y | +21.2% | +224.5% | -203.3% | -0.6% |
| All | +356.3% | +90.4% | +265.9% | +306.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USO.
Daily Out/Under-Performance
Portfolio return minus USO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USO 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 USO 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