+149.6%
IBM vs USFD
+369.7%
-220.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | -5.0% | +3.0% | -7.9% | -5.6% |
| 30D | +11.1% | +11.1% | 0.0% | +8.5% |
| 3M | +5.7% | -0.3% | +6.0% | +5.5% |
| 6M | +10.1% | +15.9% | -5.8% | +6.1% |
| YTD | -15.6% | +41.6% | -57.2% | -22.9% |
| 1Y | -19.5% | +49.4% | -68.9% | -27.5% |
| 3Y | +80.4% | +157.8% | -77.4% | +43.3% |
| 5Y | +140.0% | +176.6% | -36.6% | +83.5% |
| All | +149.6% | +369.7% | -220.1% | +75.9% |
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