+35.5%
ICE vs USFD
+188.3%
-152.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -1.0% |
| 7D | +2.0% | +3.0% | -0.9% | +1.3% |
| 30D | +12.9% | +11.1% | +1.8% | +10.1% |
| 3M | +15.4% | -0.3% | +15.7% | +15.3% |
| 6M | +13.1% | +15.9% | -2.8% | +8.7% |
| YTD | +7.5% | +41.6% | -34.2% | -3.1% |
| 1Y | +18.3% | +49.4% | -31.1% | +5.0% |
| 3Y | +65.9% | +157.8% | -91.9% | +23.6% |
| All | +35.5% | +188.3% | -152.8% | -6.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling