+1,165.2%
IGV vs USO
-73.3%
+1,238.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.9% | -4.7% | -2.3% |
| 7D | -3.3% | +3.6% | -6.9% | -3.9% |
| 30D | 0.0% | +23.8% | -23.8% | -3.6% |
| 3M | +7.3% | +8.1% | -0.7% | +5.2% |
| 6M | +16.7% | +34.3% | -17.5% | +8.8% |
| YTD | -2.8% | +111.1% | -114.0% | -16.8% |
| 1Y | -6.7% | +99.9% | -106.6% | -19.5% |
| 3Y | +41.1% | +86.5% | -45.4% | +21.4% |
| 5Y | +22.0% | +200.5% | -178.5% | -7.5% |
| 10Y | +357.9% | +66.5% | +291.4% | +266.5% |
| All | +1,165.2% | -73.3% | +1,238.5% | +1,215.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling