-40.7%
USO vs IEFA
+211.8%
-252.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.1% | +3.8% | +3.3% |
| 7D | +6.2% | -0.5% | +6.7% | +6.5% |
| 30D | +19.1% | -1.1% | +20.2% | +19.7% |
| 3M | +14.2% | +5.1% | +9.1% | +10.3% |
| 6M | +43.7% | +9.3% | +34.4% | +32.9% |
| YTD | +116.8% | +13.0% | +103.9% | +95.0% |
| 1Y | +104.3% | +19.2% | +85.2% | +76.8% |
| 3Y | +91.5% | +67.0% | +24.5% | +27.0% |
| 5Y | +214.1% | +51.1% | +163.0% | +122.3% |
| 10Y | +77.0% | +146.5% | -69.5% | -16.1% |
| All | -40.7% | +211.8% | -252.6% | -77.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling