+112.0%
USO vs IRM
+20.9%
+91.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -2.0% | +7.6% | +5.2% |
| 7D | +11.5% | -1.8% | +13.3% | +11.1% |
| 30D | +24.1% | -7.8% | +31.9% | +22.3% |
| 3M | +17.9% | -7.9% | +25.8% | +16.6% |
| 6M | +49.6% | +6.3% | +43.3% | +51.5% |
| YTD | +129.0% | +38.2% | +90.9% | +125.1% |
| 1Y | +112.0% | +19.8% | +92.2% | +116.1% |
| All | +112.0% | +20.9% | +91.1% | +116.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 1y: compounded portfolio wealth divided by compounded IRM 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…
1y analysis · Full analysis span regression · 6 months rolling