-73.9%
USO vs IWF
+1,072.6%
-1,146.5%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +9.5% | +0.5% | +8.9% | +9.1% |
| 30D | +23.6% | -0.4% | +24.0% | +23.7% |
| 3M | +3.8% | -2.6% | +6.4% | +4.4% |
| 6M | +55.0% | +9.1% | +45.9% | +44.6% |
| YTD | +105.3% | +4.5% | +100.8% | +95.9% |
| 1Y | +91.4% | +10.1% | +81.3% | +76.9% |
| 3Y | +84.6% | +77.6% | +6.9% | +24.9% |
| 5Y | +191.7% | +73.7% | +118.0% | +92.8% |
| 10Y | +73.3% | +411.5% | -338.3% | -48.5% |
| All | -73.9% | +1,072.6% | -1,146.5% | -96.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling