+159.4%
IBM vs USFD
+340.6%
-181.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.8% | 0.0% | -2.2% |
| 7D | -4.3% | +3.9% | -8.2% | -5.2% |
| 30D | +11.7% | +10.7% | +1.0% | +9.2% |
| 3M | +5.5% | +6.3% | -0.8% | +3.8% |
| 6M | +9.5% | +16.2% | -6.8% | +5.4% |
| YTD | -14.9% | +41.9% | -56.7% | -22.2% |
| 1Y | -17.4% | +44.2% | -61.6% | -24.8% |
| 3Y | +83.3% | +159.8% | -76.5% | +45.6% |
| 5Y | +142.1% | +177.1% | -35.0% | +85.4% |
| 10Y | +157.2% | +376.2% | -219.0% | +78.7% |
| All | +159.4% | +340.6% | -181.3% | +79.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling