+312.0%
IVV vs USO
+87.7%
+224.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.3% | -3.6% | -0.6% |
| 7D | +3.3% | -1.4% | +4.8% | +3.5% |
| 30D | -2.7% | -4.6% | +1.9% | -2.3% |
| 3M | -1.7% | +14.7% | -16.4% | -3.5% |
| 6M | +3.2% | +1.2% | +1.9% | +2.2% |
| YTD | +12.0% | +111.2% | -99.2% | -0.7% |
| 1Y | +12.1% | +109.3% | -97.2% | -0.6% |
| 3Y | +78.6% | +103.5% | -24.8% | +57.1% |
| 5Y | +73.8% | +160.9% | -87.1% | +42.8% |
| All | +312.0% | +87.7% | +224.4% | +262.6% |
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