+213.1%
USO vs IFF
-35.8%
+248.9%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.2% |
| 7D | +9.1% | -3.2% | +12.3% | +8.8% |
| 30D | +21.7% | -0.3% | +22.0% | +21.7% |
| 3M | +20.2% | +8.4% | +11.8% | +21.1% |
| 6M | +43.4% | +23.0% | +20.3% | +44.7% |
| YTD | +124.0% | +25.5% | +98.5% | +124.9% |
| 1Y | +112.2% | +29.1% | +83.1% | +112.6% |
| 3Y | +97.7% | +31.7% | +66.0% | +95.0% |
| All | +213.1% | -35.8% | +248.9% | +222.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling