+82.0%
USO vs IWF
+422.7%
-340.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.0% | -2.4% |
| 7D | +9.1% | -0.9% | +10.0% | +9.4% |
| 30D | +21.7% | -1.7% | +23.4% | +22.3% |
| 3M | +20.2% | +0.7% | +19.6% | +19.4% |
| 6M | +43.4% | +8.6% | +34.8% | +37.4% |
| YTD | +124.0% | +3.5% | +120.5% | +118.4% |
| 1Y | +112.2% | +7.0% | +105.2% | +103.8% |
| 3Y | +97.7% | +76.3% | +21.3% | +50.0% |
| 5Y | +217.4% | +74.8% | +142.7% | +138.3% |
| All | +82.0% | +422.7% | -340.8% | -19.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling