+47.8%
IJH vs USFD
+197.4%
-149.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.5% | +4.4% | +1.1% |
| 7D | -0.7% | -7.0% | +6.3% | +2.1% |
| 30D | -3.8% | -10.3% | +6.4% | +0.2% |
| 3M | 0.0% | +9.2% | -9.2% | -4.1% |
| 6M | +8.8% | +7.4% | +1.3% | +4.6% |
| YTD | +13.5% | +29.4% | -15.9% | -0.4% |
| 1Y | +15.4% | +24.8% | -9.4% | +2.6% |
| 3Y | +50.9% | +150.0% | -99.1% | -2.7% |
| 5Y | +47.8% | +195.5% | -147.7% | -15.7% |
| All | +47.8% | +197.4% | -149.6% | -15.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling