+55.2%
IJR vs USFD
+162.9%
-107.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.4% |
| 7D | +0.9% | -3.3% | +4.3% | +2.1% |
| 30D | -3.1% | -5.3% | +2.2% | -1.4% |
| 3M | +4.4% | +18.8% | -14.4% | -2.5% |
| 6M | +16.1% | +14.3% | +1.8% | +9.7% |
| YTD | +20.6% | +36.9% | -16.3% | +3.4% |
| 1Y | +22.9% | +31.7% | -8.9% | +7.2% |
| 3Y | +55.2% | +164.5% | -109.3% | -3.6% |
| All | +55.2% | +162.9% | -107.7% | -3.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling