+172.1%
IJR vs USFD
+306.5%
-134.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.5% | +4.4% | +0.8% |
| 7D | -1.1% | -7.0% | +5.9% | +1.4% |
| 30D | -3.6% | -10.3% | +6.7% | 0.0% |
| 3M | +2.3% | +9.2% | -6.9% | -1.3% |
| 6M | +14.3% | +7.4% | +6.9% | +10.6% |
| YTD | +19.3% | +29.4% | -10.1% | +7.1% |
| 1Y | +22.6% | +24.8% | -2.2% | +11.2% |
| 3Y | +53.5% | +150.0% | -96.5% | +8.3% |
| 5Y | +39.9% | +195.5% | -155.6% | -8.8% |
| 10Y | +172.1% | +315.7% | -143.7% | +44.5% |
| All | +172.1% | +306.5% | -134.5% | +44.5% |
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