-73.9%
USO vs IBB
+747.0%
-820.9%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.2% |
| 7D | +9.5% | +1.4% | +8.0% | +9.0% |
| 30D | +23.6% | +10.5% | +13.1% | +20.0% |
| 3M | +3.8% | +23.6% | -19.8% | -2.7% |
| 6M | +55.0% | +22.6% | +32.4% | +44.4% |
| YTD | +105.3% | +25.7% | +79.6% | +89.3% |
| 1Y | +91.4% | +51.4% | +40.0% | +66.0% |
| 3Y | +84.6% | +64.4% | +20.2% | +52.9% |
| 5Y | +191.7% | +22.1% | +169.6% | +164.0% |
| 10Y | +73.3% | +132.5% | -59.2% | +19.6% |
| All | -73.9% | +747.0% | -820.9% | -91.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling