-73.2%
USO vs IVZ
+248.2%
-321.4%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.2% | +5.1% | +3.3% |
| 7D | +3.6% | +1.1% | +2.5% | +3.3% |
| 30D | +23.8% | +3.1% | +20.7% | +22.8% |
| 3M | +8.1% | +18.2% | -10.1% | +3.4% |
| 6M | +34.3% | +38.6% | -4.4% | +22.7% |
| YTD | +111.1% | +25.9% | +85.2% | +96.0% |
| 1Y | +99.9% | +51.7% | +48.3% | +77.1% |
| 3Y | +86.5% | +138.7% | -52.2% | +43.6% |
| 5Y | +200.5% | +62.8% | +137.7% | +146.4% |
| 10Y | +66.5% | +60.9% | +5.6% | +27.2% |
| All | -73.2% | +248.2% | -321.4% | -85.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling