+186.7%
IJR vs USFD
+346.4%
-159.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -0.7% |
| 7D | +2.3% | +1.3% | +1.0% | +1.8% |
| 30D | +2.2% | +10.6% | -8.4% | -1.4% |
| 3M | -5.3% | -2.4% | -2.9% | -4.8% |
| 6M | +4.3% | +28.9% | -24.7% | -5.4% |
| YTD | +18.0% | +43.7% | -25.7% | +1.9% |
| 1Y | +19.2% | +48.5% | -29.3% | +1.7% |
| 3Y | +61.1% | +154.7% | -93.6% | +13.0% |
| 5Y | +27.3% | +218.4% | -191.0% | -18.9% |
| 10Y | +154.1% | +360.6% | -206.5% | +34.6% |
| All | +186.7% | +346.4% | -159.7% | +52.3% |
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