+97.7%
USO vs IBKR
+291.8%
-194.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.2% | -4.4% | -2.1% |
| 7D | +9.1% | -1.3% | +10.5% | +9.1% |
| 30D | +21.7% | -0.2% | +21.9% | +21.6% |
| 3M | +20.2% | +3.0% | +17.3% | +20.2% |
| 6M | +43.4% | +33.9% | +9.5% | +42.0% |
| YTD | +124.0% | +42.5% | +81.5% | +119.4% |
| 1Y | +112.2% | +44.9% | +67.3% | +106.9% |
| 3Y | +97.7% | +293.0% | -195.4% | +71.7% |
| All | +97.7% | +291.8% | -194.2% | +71.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IBKR.
Daily Out/Under-Performance
Portfolio return minus IBKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBKR 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 3y: compounded portfolio wealth divided by compounded IBKR 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…
3y analysis · Full analysis span regression · 6 months rolling