+97.7%
USO vs IEFA
+65.7%
+31.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.0% | -3.2% | -1.8% |
| 7D | +9.1% | -1.6% | +10.7% | +8.6% |
| 30D | +21.7% | -1.5% | +23.2% | +21.2% |
| 3M | +20.2% | +3.4% | +16.8% | +21.7% |
| 6M | +43.4% | +9.5% | +33.9% | +47.9% |
| YTD | +124.0% | +13.0% | +110.9% | +128.6% |
| 1Y | +112.2% | +18.0% | +94.2% | +114.6% |
| 3Y | +97.7% | +65.4% | +32.3% | +88.7% |
| All | +97.7% | +65.7% | +31.9% | +88.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling