+764.1%
IVV vs USO
-74.0%
+838.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | +0.1% | +9.5% | -9.3% | -1.5% |
| 30D | +0.1% | +23.6% | -23.5% | -3.6% |
| 3M | +2.0% | +3.8% | -1.8% | +0.6% |
| 6M | +13.0% | +55.0% | -42.0% | +1.8% |
| YTD | +13.6% | +105.3% | -91.7% | -3.3% |
| 1Y | +20.1% | +91.4% | -71.3% | +3.4% |
| 3Y | +77.6% | +84.6% | -6.9% | +51.3% |
| 5Y | +82.5% | +191.7% | -109.3% | +36.8% |
| 10Y | +316.5% | +73.3% | +243.2% | +225.1% |
| All | +764.1% | -74.0% | +838.1% | +826.8% |
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 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