-73.2%
USO vs IRM
+1,097.4%
-1,170.6%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.7% | +3.5% | +3.0% |
| 7D | +3.6% | +1.6% | +1.9% | +3.2% |
| 30D | +23.8% | -4.2% | +28.0% | +24.7% |
| 3M | +8.1% | -5.4% | +13.4% | +8.8% |
| 6M | +34.3% | +12.0% | +22.2% | +29.6% |
| YTD | +111.1% | +42.0% | +69.1% | +92.7% |
| 1Y | +99.9% | +29.9% | +70.1% | +85.5% |
| 3Y | +86.5% | +104.4% | -17.9% | +51.7% |
| 5Y | +200.5% | +191.0% | +9.5% | +120.4% |
| 10Y | +66.5% | +417.1% | -350.6% | +2.3% |
| All | -73.2% | +1,097.4% | -1,170.6% | -88.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling