+112.2%
USO vs IYR
+6.2%
+106.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.0% | -1.6% |
| 7D | +9.1% | -1.4% | +10.5% | +8.1% |
| 30D | +21.7% | -2.7% | +24.3% | +19.3% |
| 3M | +20.2% | -2.1% | +22.4% | +18.7% |
| 6M | +43.4% | +3.6% | +39.8% | +47.0% |
| YTD | +124.0% | +8.1% | +115.8% | +120.7% |
| 1Y | +112.2% | +4.7% | +107.5% | +109.0% |
| All | +112.2% | +6.2% | +106.0% | +109.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 IYR 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