+224.5%
USO vs IVZ
+57.9%
+166.7%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.5% | +6.1% | +5.6% |
| 7D | +11.5% | -2.4% | +13.8% | +11.6% |
| 30D | +24.1% | +2.5% | +21.6% | +23.9% |
| 3M | +17.9% | +17.1% | +0.9% | +16.8% |
| 6M | +49.6% | +35.1% | +14.5% | +46.0% |
| YTD | +129.0% | +24.3% | +104.7% | +124.9% |
| 1Y | +112.0% | +48.7% | +63.3% | +102.8% |
| 3Y | +102.3% | +135.6% | -33.4% | +77.2% |
| 5Y | +224.5% | +60.3% | +164.2% | +204.4% |
| All | +224.5% | +57.9% | +166.7% | +204.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 5y: compounded portfolio wealth divided by compounded IVZ 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…
5y analysis · Full analysis span regression · 6 months rolling