+4.7%
IEF vs USFD
+306.5%
-301.9%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.5% | +5.2% | -0.3% |
| 7D | -0.3% | -7.0% | +6.7% | -0.4% |
| 30D | -0.6% | -10.3% | +9.7% | -0.7% |
| 3M | -1.0% | +9.2% | -10.2% | -0.9% |
| 6M | -3.1% | +7.4% | -10.5% | -3.0% |
| YTD | -1.9% | +29.4% | -31.3% | -1.6% |
| 1Y | -1.4% | +24.8% | -26.2% | -1.1% |
| 3Y | +9.8% | +150.0% | -140.2% | +10.9% |
| 5Y | -8.8% | +195.5% | -204.3% | -7.6% |
| 10Y | +4.7% | +315.7% | -311.1% | +5.3% |
| All | +4.7% | +306.5% | -301.9% | +5.3% |
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