+141.6%
IBM vs USFD
+369.2%
-227.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.1% |
| 7D | -1.5% | +8.4% | -9.9% | -3.3% |
| 30D | +8.4% | +12.7% | -4.3% | +5.5% |
| 3M | +4.2% | +1.1% | +3.1% | +3.7% |
| 6M | +7.9% | +30.2% | -22.2% | +1.5% |
| YTD | -15.2% | +45.8% | -61.0% | -23.0% |
| 1Y | -18.7% | +51.9% | -70.7% | -27.0% |
| 3Y | +79.2% | +158.5% | -79.3% | +42.2% |
| 5Y | +144.7% | +208.0% | -63.3% | +82.7% |
| 10Y | +141.6% | +376.6% | -235.0% | +65.3% |
| All | +141.6% | +369.2% | -227.7% | +65.3% |
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