+224.5%
USO vs IYR
+4.5%
+220.0%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.9% | +6.5% | +5.7% |
| 7D | +11.5% | -2.8% | +14.3% | +11.6% |
| 30D | +24.1% | -2.5% | +26.6% | +24.2% |
| 3M | +17.9% | -3.0% | +20.9% | +18.0% |
| 6M | +49.6% | +1.6% | +48.0% | +48.9% |
| YTD | +129.0% | +7.3% | +121.7% | +125.8% |
| 1Y | +112.0% | +5.6% | +106.4% | +109.5% |
| 3Y | +102.3% | +28.1% | +74.2% | +91.8% |
| 5Y | +224.5% | +6.1% | +218.5% | +238.1% |
| All | +224.5% | +4.5% | +220.0% | +238.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling