+82.0%
USO vs IQV
+242.6%
-160.6%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -3.9% | -2.5% |
| 7D | +9.1% | -2.2% | +11.4% | +9.4% |
| 30D | +21.7% | +8.3% | +13.4% | +20.2% |
| 3M | +20.2% | +44.6% | -24.3% | +13.0% |
| 6M | +43.4% | +52.6% | -9.2% | +32.6% |
| YTD | +124.0% | +16.1% | +107.8% | +117.0% |
| 1Y | +112.2% | +37.3% | +74.9% | +98.0% |
| 3Y | +97.7% | +21.6% | +76.1% | +83.6% |
| 5Y | +217.4% | +0.5% | +216.9% | +205.0% |
| All | +82.0% | +242.6% | -160.6% | +39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IQV.
Daily Out/Under-Performance
Portfolio return minus IQV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IQV 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 IQV 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