+242.8%
ICE vs USFD
+329.0%
-86.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.7% | -2.0% |
| 7D | -0.7% | -3.0% | +2.4% | -0.1% |
| 30D | +7.6% | +3.5% | +4.1% | +6.8% |
| 3M | +13.9% | +26.6% | -12.6% | +8.4% |
| 6M | -2.4% | +11.7% | -14.1% | -4.9% |
| YTD | +0.3% | +38.1% | -37.9% | -7.0% |
| 1Y | -6.4% | +33.4% | -39.8% | -12.7% |
| 3Y | +43.1% | +155.8% | -112.7% | +15.6% |
| 5Y | +42.1% | +214.0% | -171.9% | +8.3% |
| 10Y | +220.9% | +320.4% | -99.4% | +122.2% |
| All | +242.8% | +329.0% | -86.2% | +135.4% |
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