+97.7%
USO vs IQV
+22.1%
+75.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -3.9% | -2.1% |
| 7D | +9.1% | -2.2% | +11.4% | +8.9% |
| 30D | +21.7% | +8.3% | +13.4% | +22.5% |
| 3M | +20.2% | +44.6% | -24.3% | +24.2% |
| 6M | +43.4% | +52.6% | -9.2% | +48.9% |
| YTD | +124.0% | +16.1% | +107.8% | +131.3% |
| 1Y | +112.2% | +37.3% | +74.9% | +119.6% |
| 3Y | +97.7% | +21.6% | +76.1% | +97.6% |
| All | +97.7% | +22.1% | +75.6% | +97.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling