+102.1%
USO vs IWF
+75.5%
+26.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.9% | +6.5% | +5.5% |
| 7D | +11.5% | -1.7% | +13.2% | +11.3% |
| 30D | +24.1% | -1.8% | +26.0% | +23.9% |
| 3M | +17.9% | +1.5% | +16.5% | +18.1% |
| 6M | +49.6% | +7.7% | +41.9% | +49.8% |
| YTD | +129.0% | +2.7% | +126.3% | +131.2% |
| 1Y | +112.0% | +6.8% | +105.2% | +112.2% |
| All | +102.1% | +75.5% | +26.6% | +101.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling