-72.7%
USO vs IP
+133.9%
-206.6%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.1% |
| 7D | -12.1% | -5.1% | -7.0% | -11.1% |
| 30D | +3.1% | +8.5% | -5.4% | +1.0% |
| 3M | +24.9% | -13.8% | +38.7% | +28.4% |
| 6M | +10.8% | +5.7% | +5.1% | +6.7% |
| YTD | +114.6% | -9.1% | +123.7% | +110.1% |
| 1Y | +109.4% | -0.8% | +110.2% | +99.7% |
| 3Y | +98.1% | +14.8% | +83.3% | +74.6% |
| 5Y | +162.4% | -11.5% | +174.0% | +144.5% |
| 10Y | +85.9% | +27.9% | +58.0% | +48.2% |
| All | -72.7% | +133.9% | -206.6% | -85.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling