+97.7%
USO vs IFF
+29.0%
+68.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.3% |
| 7D | +9.1% | -3.2% | +12.3% | +8.3% |
| 30D | +21.7% | -0.3% | +22.0% | +21.7% |
| 3M | +20.2% | +8.4% | +11.8% | +23.0% |
| 6M | +43.4% | +23.0% | +20.3% | +50.1% |
| YTD | +124.0% | +25.5% | +98.5% | +132.8% |
| 1Y | +112.2% | +29.1% | +83.1% | +120.3% |
| 3Y | +97.7% | +31.7% | +66.0% | +101.3% |
| All | +97.7% | +29.0% | +68.7% | +101.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling