+77.0%
USO vs IWD
+195.0%
-118.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.6% | +3.3% | +3.1% |
| 7D | +6.2% | -1.2% | +7.4% | +7.0% |
| 30D | +19.1% | -1.6% | +20.7% | +20.2% |
| 3M | +14.2% | +7.0% | +7.2% | +8.7% |
| 6M | +43.7% | +17.0% | +26.8% | +27.8% |
| YTD | +116.8% | +21.6% | +95.2% | +86.8% |
| 1Y | +104.3% | +28.0% | +76.4% | +69.6% |
| 3Y | +91.5% | +70.6% | +21.0% | +26.2% |
| 5Y | +214.1% | +73.3% | +140.7% | +102.0% |
| 10Y | +77.0% | +200.5% | -123.5% | -26.4% |
| All | +77.0% | +195.0% | -118.0% | -26.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling