+985.4%
IREN vs USO
+90.0%
+895.4%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.7% | -6.0% | -3.3% |
| 7D | +14.6% | +6.2% | +8.3% | +14.7% |
| 30D | +17.1% | +19.1% | -2.0% | +17.5% |
| 3M | -16.0% | +14.2% | -30.2% | -15.5% |
| 6M | +16.8% | +43.7% | -26.9% | +8.4% |
| YTD | +20.1% | +116.8% | -96.7% | -5.8% |
| 1Y | +50.3% | +104.3% | -54.1% | +20.2% |
| All | +985.4% | +90.0% | +895.4% | +746.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USO.
Daily Out/Under-Performance
Portfolio return minus USO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USO 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 USO 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