+147.3%
IBM vs USFD
+359.9%
-212.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | +1.6% | +1.7% | -0.1% | +1.2% |
| 30D | +9.2% | +10.2% | -1.0% | +6.8% |
| 3M | +4.9% | -1.5% | +6.4% | +5.0% |
| 6M | +16.8% | +27.3% | -10.6% | +10.3% |
| YTD | -14.3% | +44.0% | -58.3% | -22.0% |
| 1Y | -16.7% | +50.4% | -67.1% | -25.0% |
| 3Y | +82.2% | +153.6% | -71.3% | +45.2% |
| 5Y | +149.9% | +219.0% | -69.0% | +85.1% |
| All | +147.3% | +359.9% | -212.7% | +68.8% |
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