+177.1%
IJH vs USFD
+310.2%
-133.1%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.5% |
| 7D | -2.5% | -8.0% | +5.5% | +0.2% |
| 30D | -5.0% | -13.1% | +8.1% | -0.6% |
| 3M | +0.5% | +6.5% | -6.0% | -2.0% |
| 6M | +8.2% | +5.7% | +2.5% | +5.4% |
| YTD | +12.4% | +27.5% | -15.1% | +2.1% |
| 1Y | +14.4% | +23.4% | -9.1% | +4.7% |
| 3Y | +49.5% | +146.4% | -96.9% | +7.8% |
| 5Y | +47.8% | +196.8% | -149.0% | -1.4% |
| All | +177.1% | +310.2% | -133.1% | +53.9% |
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