+17.4%
IJH vs USFD
+49.6%
-32.2%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +8.5% | -7.8% | -0.3% |
| 7D | +1.7% | +7.8% | -6.2% | +0.8% |
| 30D | +1.2% | +16.2% | -14.9% | -0.5% |
| 3M | -3.4% | +11.0% | -14.4% | -4.7% |
| 6M | +3.7% | +20.7% | -17.1% | +1.3% |
| YTD | +13.9% | +46.0% | -32.0% | +6.2% |
| 1Y | +17.4% | +49.8% | -32.4% | +8.6% |
| All | +17.4% | +49.6% | -32.2% | +8.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling