+97.7%
USO vs IEF
+9.0%
+88.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.5% |
| 7D | +9.1% | -1.3% | +10.5% | +7.0% |
| 30D | +21.7% | -1.7% | +23.4% | +18.7% |
| 3M | +20.2% | -2.5% | +22.8% | +16.5% |
| 6M | +43.4% | -3.3% | +46.6% | +38.7% |
| YTD | +124.0% | -2.8% | +126.8% | +117.4% |
| 1Y | +112.2% | -2.7% | +114.9% | +106.3% |
| 3Y | +97.7% | +8.9% | +88.7% | +110.4% |
| All | +97.7% | +9.0% | +88.7% | +110.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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