+39.9%
IJR vs USFD
+197.4%
-157.4%
-28.0%
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 | -1.1% | -7.0% | +5.9% | +1.7% |
| 30D | -3.6% | -10.3% | +6.7% | +0.4% |
| 3M | +2.3% | +9.2% | -6.9% | -1.9% |
| 6M | +14.3% | +7.4% | +6.9% | +9.9% |
| YTD | +19.3% | +29.4% | -10.1% | +4.5% |
| 1Y | +22.6% | +24.8% | -2.2% | +8.9% |
| 3Y | +53.5% | +150.0% | -96.5% | -0.6% |
| 5Y | +39.9% | +195.5% | -155.6% | -20.2% |
| All | +39.9% | +197.4% | -157.4% | -20.2% |
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