+81.0%
USO vs IWD
+203.9%
-122.9%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.9% | -0.9% |
| 7D | -10.6% | +1.6% | -12.1% | -11.7% |
| 30D | -4.6% | +3.6% | -8.1% | -6.9% |
| 3M | +12.3% | +2.0% | +10.3% | +10.4% |
| 6M | +5.9% | +13.1% | -7.2% | -3.1% |
| YTD | +104.5% | +26.2% | +78.3% | +71.7% |
| 1Y | +97.3% | +29.6% | +67.8% | +62.4% |
| 3Y | +97.0% | +84.3% | +12.7% | +22.9% |
| 5Y | +151.2% | +73.4% | +77.7% | +62.3% |
| All | +81.0% | +203.9% | -122.9% | -20.9% |
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 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