-74.0%
USO vs IBB
+768.0%
-842.0%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.2% | -0.6% |
| 7D | -10.6% | +0.8% | -11.4% | -10.9% |
| 30D | -4.6% | +5.2% | -9.7% | -6.1% |
| 3M | +12.3% | +8.6% | +3.7% | +9.1% |
| 6M | +5.9% | +27.8% | -21.9% | -2.3% |
| YTD | +104.5% | +28.8% | +75.7% | +86.5% |
| 1Y | +97.3% | +36.4% | +60.9% | +76.6% |
| 3Y | +97.0% | +89.3% | +7.7% | +55.4% |
| 5Y | +151.2% | +43.3% | +107.9% | +113.8% |
| 10Y | +76.1% | +130.6% | -54.5% | +22.0% |
| All | -74.0% | +768.0% | -842.0% | -91.9% |
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