-73.8%
USO vs IBB
+777.6%
-851.4%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +2.8% | -6.7% | -4.6% |
| 7D | -9.1% | +2.7% | -11.8% | -9.9% |
| 30D | -3.7% | +6.3% | -10.1% | -5.6% |
| 3M | +20.9% | +11.1% | +9.9% | +16.8% |
| 6M | +6.8% | +29.2% | -22.4% | -1.7% |
| YTD | +106.3% | +30.2% | +76.1% | +87.5% |
| 1Y | +100.2% | +39.5% | +60.7% | +78.0% |
| 3Y | +103.1% | +92.3% | +10.7% | +59.4% |
| 5Y | +146.1% | +43.0% | +103.1% | +109.9% |
| 10Y | +73.5% | +137.1% | -63.6% | +19.0% |
| All | -73.8% | +777.6% | -851.4% | -91.8% |
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