+352.1%
IDXX vs USFD
+307.1%
+45.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.4% | -0.2% |
| 7D | -5.7% | -8.4% | +2.6% | -4.1% |
| 30D | -11.5% | -14.1% | +2.5% | -8.8% |
| 3M | -9.5% | +4.5% | -14.0% | -10.6% |
| 6M | -16.0% | +4.4% | -20.3% | -17.0% |
| YTD | -25.4% | +26.6% | -52.0% | -29.6% |
| 1Y | -21.8% | +19.4% | -41.1% | -25.3% |
| 3Y | +7.0% | +144.6% | -137.5% | -11.9% |
| 5Y | -26.0% | +194.5% | -220.5% | -41.4% |
| All | +352.1% | +307.1% | +45.0% | +208.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling