-70.9%
USO vs IJH
+520.9%
-591.8%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.9% | +6.5% | +6.1% |
| 7D | +11.5% | -2.5% | +14.0% | +13.0% |
| 30D | +24.1% | -5.0% | +29.1% | +27.6% |
| 3M | +17.9% | +0.5% | +17.4% | +16.8% |
| 6M | +49.6% | +8.2% | +41.4% | +40.0% |
| YTD | +129.0% | +12.4% | +116.6% | +108.5% |
| 1Y | +112.0% | +14.4% | +97.6% | +90.6% |
| 3Y | +102.3% | +49.5% | +52.8% | +50.3% |
| 5Y | +224.5% | +47.8% | +176.8% | +136.6% |
| 10Y | +86.9% | +180.4% | -93.4% | -12.1% |
| All | -70.9% | +520.9% | -591.8% | -92.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling