+149.9%
IBM vs USFD
+368.6%
-218.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.1% | -2.6% | -0.2% |
| 7D | -2.5% | +3.9% | -6.4% | -3.4% |
| 30D | +8.4% | +12.8% | -4.5% | +5.5% |
| 3M | +4.5% | +1.0% | +3.5% | +4.0% |
| 6M | +7.9% | +30.3% | -22.4% | +1.4% |
| YTD | -15.2% | +46.0% | -61.2% | -23.0% |
| 1Y | -17.6% | +49.6% | -67.2% | -25.7% |
| 3Y | +82.1% | +166.3% | -84.2% | +43.6% |
| 5Y | +143.3% | +208.4% | -65.0% | +81.7% |
| 10Y | +149.9% | +371.2% | -221.3% | +74.8% |
| All | +149.9% | +368.6% | -218.7% | +74.8% |
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