-73.2%
USO vs IWF
+1,068.9%
-1,142.1%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.3% | +3.2% | +3.0% |
| 7D | +3.6% | +1.5% | +2.1% | +2.8% |
| 30D | +23.8% | -1.3% | +25.0% | +24.5% |
| 3M | +8.1% | +0.1% | +7.9% | +7.1% |
| 6M | +34.3% | +10.3% | +24.0% | +24.6% |
| YTD | +111.1% | +4.2% | +107.0% | +101.9% |
| 1Y | +99.9% | +9.3% | +90.6% | +85.5% |
| 3Y | +86.5% | +79.3% | +7.2% | +25.4% |
| 5Y | +200.5% | +73.8% | +126.8% | +98.4% |
| 10Y | +66.5% | +410.9% | -344.4% | -50.5% |
| All | -73.2% | +1,068.9% | -1,142.1% | -96.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded IWF 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling