+82.0%
USO vs IEFA
+148.3%
-66.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.0% | -3.2% | -2.7% |
| 7D | +9.1% | -1.6% | +10.7% | +9.9% |
| 30D | +21.7% | -1.5% | +23.2% | +22.4% |
| 3M | +20.2% | +3.4% | +16.8% | +17.7% |
| 6M | +43.4% | +9.5% | +33.9% | +33.8% |
| YTD | +124.0% | +13.0% | +110.9% | +103.7% |
| 1Y | +112.2% | +18.0% | +94.2% | +87.5% |
| 3Y | +97.7% | +65.4% | +32.3% | +35.8% |
| 5Y | +217.4% | +51.6% | +165.9% | +131.5% |
| All | +82.0% | +148.3% | -66.4% | -4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 IEFA 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