+102.2%
USO vs IFF
+44.8%
+57.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -4.9% | -3.2% | -10.6% |
| 7D | -12.7% | -3.3% | -9.4% | -14.2% |
| 30D | +1.0% | +5.3% | -4.3% | +4.2% |
| 3M | +25.6% | +8.9% | +16.7% | +32.7% |
| 6M | -1.5% | +26.3% | -27.8% | +16.5% |
| YTD | +110.3% | +32.2% | +78.1% | +142.5% |
| 1Y | +102.2% | +45.8% | +56.4% | +133.9% |
| All | +102.2% | +44.8% | +57.3% | +133.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 1y: compounded portfolio wealth divided by compounded IFF 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…
1y analysis · Full analysis span regression · 6 months rolling