+132.4%
IBM vs USFD
+321.9%
-189.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.4% | +0.2% |
| 7D | -0.3% | -3.0% | +2.7% | +0.4% |
| 30D | +0.3% | +3.5% | -3.3% | -0.6% |
| 3M | -21.6% | +26.6% | -48.2% | -25.6% |
| 6M | -4.7% | +11.7% | -16.4% | -7.4% |
| YTD | -19.1% | +38.1% | -57.2% | -25.5% |
| 1Y | -2.5% | +33.4% | -35.9% | -9.7% |
| 3Y | +74.2% | +155.8% | -81.7% | +38.6% |
| 5Y | +113.1% | +214.0% | -100.9% | +58.4% |
| All | +132.4% | +321.9% | -189.5% | +61.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling