+151.9%
IWM vs USO
+79.0%
+72.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -0.3% | -2.7% | +2.4% | 0.0% |
| 30D | +1.9% | -6.3% | +8.2% | +2.5% |
| 3M | -5.7% | +10.9% | -16.6% | -7.4% |
| 6M | -0.3% | +2.0% | -2.3% | -1.6% |
| YTD | +15.8% | +104.6% | -88.8% | +0.2% |
| 1Y | +17.1% | +94.5% | -77.5% | +2.1% |
| 3Y | +73.1% | +97.1% | -24.0% | +48.3% |
| 5Y | +25.9% | +151.6% | -125.8% | -0.4% |
| 10Y | +151.9% | +81.0% | +70.9% | +115.2% |
| All | +151.9% | +79.0% | +72.9% | +115.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling