+391.2%
IWM vs USO
-74.1%
+465.3%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.2% | -0.5% |
| 7D | +0.3% | -10.6% | +10.9% | +2.3% |
| 30D | +0.6% | -4.6% | +5.1% | +1.2% |
| 3M | -6.2% | +12.3% | -18.6% | -9.1% |
| 6M | -0.8% | +5.9% | -6.7% | -3.7% |
| YTD | +14.8% | +104.5% | -89.8% | -6.0% |
| 1Y | +16.1% | +97.3% | -81.2% | -4.2% |
| 3Y | +71.5% | +97.0% | -25.5% | +38.7% |
| 5Y | +25.8% | +151.2% | -125.4% | -7.8% |
| 10Y | +155.4% | +76.1% | +79.3% | +88.6% |
| All | +391.2% | -74.1% | +465.3% | +421.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling