+7.3%
IEF vs USFD
+369.2%
-362.0%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | -0.2% | +8.4% | -8.5% | -0.1% |
| 30D | +1.8% | +12.7% | -10.9% | +1.9% |
| 3M | -1.2% | +1.1% | -2.3% | -1.2% |
| 6M | -2.5% | +30.2% | -32.7% | -2.3% |
| YTD | -2.5% | +45.8% | -48.3% | -2.1% |
| 1Y | -2.3% | +51.9% | -54.2% | -1.9% |
| 3Y | +11.3% | +158.5% | -147.2% | +12.4% |
| 5Y | -7.6% | +208.0% | -215.6% | -6.4% |
| 10Y | +7.3% | +376.6% | -369.3% | +7.9% |
| All | +7.3% | +369.2% | -362.0% | +7.9% |
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