-48.7%
USO vs IOVA
-92.6%
+43.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.4% |
| 7D | -1.9% | -3.5% | +1.6% | -1.9% |
| 30D | -5.2% | -45.4% | +40.2% | -4.8% |
| 3M | +16.4% | +19.0% | -2.6% | +15.9% |
| 6M | +2.5% | +112.0% | -109.5% | +1.3% |
| YTD | +110.5% | +184.2% | -73.8% | +106.9% |
| 1Y | +108.4% | +222.0% | -113.6% | +104.6% |
| 3Y | +99.6% | +92.6% | +7.1% | +94.9% |
| 5Y | +160.1% | -63.2% | +223.2% | +156.3% |
| 10Y | +86.3% | +2.1% | +84.2% | +80.4% |
| All | -48.7% | -92.6% | +43.9% | -53.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling