+112.0%
USO vs IOVA
+244.9%
-132.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-10 to 2026-09-10.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -3.4% | +9.0% | +5.6% |
| 7D | +11.5% | -6.4% | +17.9% | +11.4% |
| 30D | +24.1% | +25.4% | -1.3% | +24.6% |
| 3M | +17.9% | +115.3% | -97.4% | +20.6% |
| 6M | +49.6% | +56.5% | -6.9% | +54.7% |
| YTD | +129.0% | +198.2% | -69.2% | +131.5% |
| 1Y | +112.0% | +242.0% | -130.0% | +110.9% |
| All | +112.0% | +244.9% | -132.9% | +110.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 2025-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded IOVA 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…
2025-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling