+109.3%
USO vs IOVA
+189.0%
-79.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -5.7% | +8.9% | +3.0% |
| 7D | -1.4% | -1.4% | 0.0% | -1.5% |
| 30D | -4.6% | -47.4% | +42.8% | -6.5% |
| 3M | +14.7% | +13.2% | +1.5% | +15.6% |
| 6M | +1.2% | +114.3% | -113.1% | +5.5% |
| YTD | +111.2% | +179.5% | -68.3% | +116.9% |
| 1Y | +109.3% | +200.4% | -91.1% | +111.8% |
| All | +109.3% | +189.0% | -79.7% | +111.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling