+191.1%
IJH vs USFD
+347.2%
-156.1%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | +2.3% | +1.7% | +0.6% | +1.7% |
| 30D | +2.1% | +10.2% | -8.1% | -1.3% |
| 3M | -5.7% | -1.5% | -4.2% | -5.5% |
| 6M | +1.4% | +27.3% | -25.9% | -7.1% |
| YTD | +12.6% | +44.0% | -31.3% | -2.0% |
| 1Y | +16.1% | +50.4% | -34.2% | -0.5% |
| 3Y | +57.8% | +153.6% | -95.7% | +12.8% |
| 5Y | +36.8% | +219.0% | -182.2% | -10.8% |
| 10Y | +173.7% | +361.5% | -187.8% | +48.7% |
| All | +191.1% | +347.2% | -156.1% | +58.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling