+84.4%
USO vs IAU
+210.9%
-126.5%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.5% | -0.3% |
| 7D | -1.9% | -4.6% | +2.7% | -1.4% |
| 30D | -5.2% | -5.4% | +0.2% | -4.6% |
| 3M | +16.4% | -10.9% | +27.3% | +17.9% |
| 6M | +2.5% | -17.4% | +19.9% | +5.2% |
| YTD | +110.5% | -10.2% | +120.7% | +109.2% |
| 1Y | +108.4% | -7.1% | +115.5% | +105.0% |
| 3Y | +99.6% | +97.7% | +1.9% | +58.7% |
| 5Y | +160.1% | +105.3% | +54.8% | +104.5% |
| All | +84.4% | +210.9% | -126.5% | +40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 IAU 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