+213.1%
USO vs IJH
+48.0%
+165.1%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.0% | -2.3% |
| 7D | +9.1% | -1.9% | +11.0% | +9.4% |
| 30D | +21.7% | -4.6% | +26.3% | +22.5% |
| 3M | +20.2% | -1.2% | +21.4% | +20.2% |
| 6M | +43.4% | +9.4% | +34.0% | +39.7% |
| YTD | +124.0% | +13.3% | +110.6% | +115.2% |
| 1Y | +112.2% | +13.4% | +98.8% | +103.8% |
| 3Y | +97.7% | +50.4% | +47.2% | +70.3% |
| All | +213.1% | +48.0% | +165.1% | +181.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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