+214.1%
USO vs IBN
+54.0%
+160.1%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.7% | +4.4% | +2.4% |
| 7D | +6.2% | -5.1% | +11.4% | +5.4% |
| 30D | +19.1% | -3.5% | +22.6% | +18.5% |
| 3M | +14.2% | +11.3% | +2.9% | +15.9% |
| 6M | +43.7% | +4.4% | +39.3% | +46.0% |
| YTD | +116.8% | -1.8% | +118.6% | +120.0% |
| 1Y | +104.3% | -8.0% | +112.3% | +107.6% |
| 3Y | +91.5% | +27.1% | +64.5% | +92.6% |
| 5Y | +214.1% | +54.5% | +159.6% | +226.3% |
| All | +214.1% | +54.0% | +160.1% | +226.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling