+81.0%
USO vs IP
+23.9%
+57.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.7% |
| 7D | -10.6% | 0.0% | -10.6% | -10.6% |
| 30D | -4.6% | +9.4% | -13.9% | -5.9% |
| 3M | +12.3% | -14.1% | +26.4% | +14.4% |
| 6M | +5.9% | +9.2% | -3.3% | +2.5% |
| YTD | +104.5% | -7.5% | +112.1% | +101.1% |
| 1Y | +97.3% | -2.8% | +100.1% | +91.4% |
| 3Y | +97.0% | +21.2% | +75.8% | +72.8% |
| 5Y | +151.2% | -11.5% | +162.6% | +137.0% |
| All | +81.0% | +23.9% | +57.1% | +62.7% |
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