-73.9%
USO vs IAG
+147.0%
-220.9%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | +0.2% |
| 7D | +9.5% | -0.5% | +10.0% | +9.4% |
| 30D | +23.6% | +28.9% | -5.3% | +19.8% |
| 3M | +3.8% | +19.1% | -15.3% | +1.0% |
| 6M | +55.0% | -10.3% | +65.3% | +54.2% |
| YTD | +105.3% | +24.2% | +81.1% | +94.9% |
| 1Y | +91.4% | +116.5% | -25.1% | +68.3% |
| 3Y | +84.6% | +742.8% | -658.2% | +31.3% |
| 5Y | +191.7% | +753.3% | -561.6% | +98.0% |
| 10Y | +73.3% | +403.2% | -329.9% | +13.2% |
| All | -73.9% | +147.0% | -220.9% | -86.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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