+143.5%
IWM vs USO
+87.0%
+56.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.3% |
| 7D | +1.4% | -1.9% | +3.3% | +1.6% |
| 30D | +2.3% | -5.2% | +7.5% | +2.7% |
| 3M | -8.3% | +16.4% | -24.8% | -10.5% |
| 6M | -1.3% | +2.5% | -3.8% | -2.6% |
| YTD | +13.5% | +110.5% | -97.0% | -2.1% |
| 1Y | +18.4% | +108.4% | -90.0% | +2.2% |
| 3Y | +69.6% | +99.6% | -30.0% | +45.2% |
| 5Y | +23.3% | +160.1% | -136.8% | -2.9% |
| All | +143.5% | +87.0% | +56.5% | +107.1% |
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