-73.9%
USO vs IP
+152.2%
-226.2%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -0.6% |
| 7D | +9.5% | -5.3% | +14.7% | +10.7% |
| 30D | +23.6% | -10.9% | +34.4% | +26.6% |
| 3M | +3.8% | +11.2% | -7.4% | -0.4% |
| 6M | +55.0% | -10.2% | +65.3% | +54.2% |
| YTD | +105.3% | -2.0% | +107.3% | +98.3% |
| 1Y | +91.4% | -19.1% | +110.5% | +93.5% |
| 3Y | +84.6% | +20.9% | +63.7% | +61.4% |
| 5Y | +191.7% | -17.8% | +209.6% | +180.0% |
| 10Y | +73.3% | +23.5% | +49.8% | +40.6% |
| All | -73.9% | +152.2% | -226.2% | -86.3% |
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