-13.3%
IBM vs USFD
+49.6%
-62.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +8.5% | -6.7% | +2.0% |
| 7D | +0.4% | +7.8% | -7.4% | +0.7% |
| 30D | +14.8% | +16.2% | -1.4% | +15.5% |
| 3M | +8.9% | +11.0% | -2.1% | +9.4% |
| 6M | +12.4% | +20.7% | -8.3% | +15.4% |
| YTD | -12.4% | +46.0% | -58.3% | -11.9% |
| 1Y | -13.3% | +49.8% | -63.1% | -13.1% |
| All | -13.3% | +49.6% | -62.9% | -13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 USFD 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