+214.1%
USO vs IOVA
-64.1%
+278.2%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.1% | +5.8% | +2.7% |
| 7D | +6.2% | -2.2% | +8.5% | +6.2% |
| 30D | +19.1% | +31.7% | -12.6% | +19.2% |
| 3M | +14.2% | +117.3% | -103.0% | +14.7% |
| 6M | +43.7% | +55.8% | -12.1% | +44.7% |
| YTD | +116.8% | +208.8% | -91.9% | +117.7% |
| 1Y | +104.3% | +255.7% | -151.3% | +105.1% |
| 3Y | +91.5% | +41.7% | +49.9% | +93.6% |
| 5Y | +214.1% | -64.9% | +279.0% | +232.2% |
| All | +214.1% | -64.1% | +278.2% | +232.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling