-73.9%
USO vs IBN
+642.5%
-716.5%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | 0.0% |
| 7D | +9.5% | +1.4% | +8.0% | +9.2% |
| 30D | +23.6% | -0.3% | +23.9% | +23.6% |
| 3M | +3.8% | +17.1% | -13.3% | +0.7% |
| 6M | +55.0% | +3.4% | +51.6% | +52.8% |
| YTD | +105.3% | +2.5% | +102.7% | +102.2% |
| 1Y | +91.4% | -4.2% | +95.5% | +90.7% |
| 3Y | +84.6% | +32.4% | +52.2% | +71.3% |
| 5Y | +191.7% | +59.2% | +132.6% | +158.0% |
| 10Y | +73.3% | +345.7% | -272.4% | +19.9% |
| All | -73.9% | +642.5% | -716.5% | -86.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling