+214.1%
USO vs IBB
+20.0%
+194.1%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.9% | +3.6% | +2.6% |
| 7D | +6.2% | -3.9% | +10.1% | +5.8% |
| 30D | +19.1% | +2.7% | +16.4% | +19.5% |
| 3M | +14.2% | +21.4% | -7.1% | +16.9% |
| 6M | +43.7% | +20.1% | +23.7% | +47.4% |
| YTD | +116.8% | +21.9% | +95.0% | +122.3% |
| 1Y | +104.3% | +44.1% | +60.2% | +109.4% |
| 3Y | +91.5% | +63.4% | +28.2% | +94.8% |
| 5Y | +214.1% | +19.8% | +194.3% | +231.1% |
| All | +214.1% | +20.0% | +194.1% | +231.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling