+20.6%
ICE vs USFD
+49.6%
-29.0%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +8.5% | -6.1% | +2.0% |
| 7D | +12.2% | +7.8% | +4.3% | +11.9% |
| 30D | +15.0% | +16.2% | -1.2% | +14.7% |
| 3M | +17.6% | +11.0% | +6.6% | +17.4% |
| 6M | +12.6% | +20.7% | -8.1% | +13.1% |
| YTD | +9.1% | +46.0% | -36.8% | +6.7% |
| 1Y | +20.6% | +49.8% | -29.2% | +17.9% |
| All | +20.6% | +49.6% | -29.0% | +17.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling