+81.0%
USO vs IBB
+133.2%
-52.2%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | -2.7% | -1.4% | -1.4% | -2.6% |
| 30D | -6.3% | +6.8% | -13.1% | -7.4% |
| 3M | +10.9% | +9.2% | +1.6% | +8.9% |
| 6M | +2.0% | +28.3% | -26.3% | -2.9% |
| YTD | +104.6% | +29.4% | +75.2% | +93.0% |
| 1Y | +94.5% | +33.2% | +61.4% | +82.2% |
| 3Y | +97.1% | +90.2% | +6.9% | +65.0% |
| 5Y | +151.6% | +44.0% | +107.6% | +128.5% |
| 10Y | +81.0% | +133.1% | -52.1% | +42.5% |
| All | +81.0% | +133.2% | -52.2% | +42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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