+10.5%
IEF vs USFD
+156.3%
-145.7%
-6.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -2.0% | +1.7% | -3.6% | -2.0% |
| 30D | +0.7% | +10.2% | -9.4% | +0.5% |
| 3M | -2.5% | -1.5% | -1.0% | -2.5% |
| 6M | -2.6% | +27.3% | -29.9% | -3.0% |
| YTD | -3.2% | +44.0% | -47.2% | -3.7% |
| 1Y | -3.0% | +50.4% | -53.4% | -3.6% |
| 3Y | +10.5% | +153.6% | -143.0% | +8.8% |
| All | +10.5% | +156.3% | -145.7% | +8.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling