+143.6%
IBM vs USFD
+375.5%
-231.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | -1.7% | -0.2% | -1.6% | -1.7% |
| 30D | +10.1% | +12.3% | -2.2% | +7.2% |
| 3M | +4.8% | -0.7% | +5.5% | +4.7% |
| 6M | +12.6% | +31.3% | -18.7% | +5.7% |
| YTD | -13.9% | +45.7% | -59.6% | -21.8% |
| 1Y | -18.7% | +52.1% | -70.8% | -27.0% |
| 3Y | +81.9% | +158.2% | -76.3% | +44.4% |
| 5Y | +148.3% | +213.8% | -65.4% | +84.6% |
| 10Y | +143.6% | +367.0% | -223.4% | +67.3% |
| All | +143.6% | +375.5% | -231.9% | +67.3% |
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