-73.2%
USO vs IVZ
+213.8%
-287.0%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.4% | -2.7% | -0.8% |
| 7D | -1.9% | +7.6% | -9.5% | -3.5% |
| 30D | -5.2% | +4.3% | -9.5% | -6.5% |
| 3M | +16.4% | -9.3% | +25.8% | +18.1% |
| 6M | +2.5% | +5.2% | -2.8% | -0.3% |
| YTD | +110.5% | +13.4% | +97.0% | +98.6% |
| 1Y | +108.4% | +25.4% | +83.0% | +91.9% |
| 3Y | +99.6% | +152.5% | -52.9% | +50.8% |
| 5Y | +160.1% | +36.7% | +123.4% | +121.2% |
| 10Y | +86.3% | +45.0% | +41.3% | +44.8% |
| All | -73.2% | +213.8% | -287.0% | -84.8% |
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