+91.4%
USO vs IWD
+30.5%
+60.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | -1.0% |
| 7D | +9.5% | -0.3% | +9.7% | +9.1% |
| 30D | +23.6% | +0.6% | +23.0% | +24.7% |
| 3M | +3.8% | +7.2% | -3.4% | +13.8% |
| 6M | +55.0% | +16.2% | +38.8% | +94.8% |
| YTD | +105.3% | +23.3% | +81.9% | +151.0% |
| 1Y | +91.4% | +29.6% | +61.8% | +135.9% |
| All | +91.4% | +30.5% | +60.9% | +135.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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