-73.2%
USO vs IEF
+94.8%
-168.0%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.1% | +3.0% | +2.7% |
| 7D | +3.6% | +0.1% | +3.5% | +3.7% |
| 30D | +23.8% | -0.7% | +24.5% | +22.8% |
| 3M | +8.1% | -0.4% | +8.5% | +8.0% |
| 6M | +34.3% | -2.5% | +36.7% | +31.7% |
| YTD | +111.1% | -1.6% | +112.7% | +109.4% |
| 1Y | +99.9% | -1.3% | +101.2% | +99.1% |
| 3Y | +86.5% | +10.1% | +76.4% | +111.7% |
| 5Y | +200.5% | -8.3% | +208.8% | +168.9% |
| 10Y | +66.5% | +4.5% | +62.1% | +80.6% |
| All | -73.2% | +94.8% | -168.0% | -49.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling