+45.0%
ICE vs USFD
+215.8%
-170.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.7% | -1.9% |
| 7D | -0.7% | -3.0% | +2.4% | 0.0% |
| 30D | +7.6% | +3.5% | +4.1% | +6.7% |
| 3M | +13.9% | +26.6% | -12.6% | +7.7% |
| 6M | -2.4% | +11.7% | -14.1% | -5.2% |
| YTD | +0.3% | +38.1% | -37.9% | -8.6% |
| 1Y | -6.4% | +33.4% | -39.8% | -14.0% |
| 3Y | +43.1% | +155.8% | -112.7% | +8.3% |
| All | +45.0% | +215.8% | -170.9% | +0.5% |
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