+84.4%
USO vs IBN
+385.6%
-301.2%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | -1.9% | +1.9% | -3.8% | -2.1% |
| 30D | -5.2% | +22.1% | -27.3% | -6.8% |
| 3M | +16.4% | +17.1% | -0.7% | +14.8% |
| 6M | +2.5% | +35.5% | -33.1% | -0.6% |
| YTD | +110.5% | +16.8% | +93.7% | +106.9% |
| 1Y | +108.4% | +12.4% | +96.0% | +106.0% |
| 3Y | +99.6% | +58.0% | +41.6% | +85.8% |
| 5Y | +160.1% | +73.7% | +86.3% | +136.8% |
| All | +84.4% | +385.6% | -301.2% | +49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 10y: compounded portfolio wealth divided by compounded IBN 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…
10y analysis · Full analysis span regression · 6 months rolling