-48.5%
USO vs IOVA
-92.7%
+44.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -5.7% | +8.9% | +3.3% |
| 7D | -1.4% | -1.4% | 0.0% | -1.4% |
| 30D | -4.6% | -47.4% | +42.8% | -4.1% |
| 3M | +14.7% | +13.2% | +1.5% | +14.3% |
| 6M | +1.2% | +114.3% | -113.1% | 0.0% |
| YTD | +111.2% | +179.5% | -68.3% | +107.7% |
| 1Y | +109.3% | +200.4% | -91.1% | +105.6% |
| 3Y | +103.5% | +92.2% | +11.3% | +98.7% |
| 5Y | +160.9% | -63.8% | +224.7% | +157.2% |
| 10Y | +86.9% | +0.4% | +86.5% | +81.0% |
| All | -48.5% | -92.7% | +44.2% | -53.1% |
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