+727.2%
IVV vs USO
-72.8%
+800.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | -2.7% | -12.1% | +9.4% | -0.7% |
| 30D | -5.4% | +3.1% | -8.5% | -6.1% |
| 3M | -4.1% | +24.9% | -28.9% | -8.2% |
| 6M | +0.7% | +10.8% | -10.1% | -2.4% |
| YTD | +8.7% | +114.6% | -105.9% | -8.5% |
| 1Y | +11.0% | +109.4% | -98.4% | -6.3% |
| 3Y | +75.4% | +98.1% | -22.7% | +47.2% |
| 5Y | +68.3% | +162.4% | -94.1% | +28.9% |
| 10Y | +315.5% | +85.9% | +229.7% | +219.2% |
| All | +727.2% | -72.8% | +800.0% | +776.6% |
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 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