+81.0%
USO vs IP
+22.3%
+58.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.4% | +0.2% |
| 7D | -2.7% | -2.8% | +0.1% | -2.4% |
| 30D | -6.3% | +9.2% | -15.5% | -7.6% |
| 3M | +10.9% | -16.1% | +27.0% | +13.3% |
| 6M | +2.0% | +9.6% | -7.5% | -1.4% |
| YTD | +104.6% | -8.8% | +113.3% | +101.5% |
| 1Y | +94.5% | -5.5% | +100.1% | +89.7% |
| 3Y | +97.1% | +19.6% | +77.4% | +73.2% |
| 5Y | +151.6% | -13.5% | +165.1% | +138.5% |
| 10Y | +81.0% | +22.4% | +58.6% | +63.0% |
| All | +81.0% | +22.3% | +58.7% | +63.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 10y: compounded portfolio wealth divided by compounded IP 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…
10y analysis · Full analysis span regression · 6 months rolling