+86.1%
USO vs IBB
+125.2%
-39.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.4% | +7.0% | +5.8% |
| 7D | +11.5% | -5.2% | +16.7% | +12.4% |
| 30D | +24.1% | +1.5% | +22.7% | +23.6% |
| 3M | +17.9% | +22.1% | -4.2% | +13.4% |
| 6M | +49.6% | +17.7% | +31.9% | +44.2% |
| YTD | +129.0% | +20.2% | +108.8% | +119.0% |
| 1Y | +112.0% | +44.4% | +67.6% | +93.5% |
| 3Y | +102.3% | +61.1% | +41.2% | +76.3% |
| 5Y | +224.5% | +18.5% | +206.0% | +213.0% |
| All | +86.1% | +125.2% | -39.1% | +42.7% |
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