+193.0%
IJR vs USFD
+325.1%
-132.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.3% |
| 3M | +4.4% | +18.8% | -14.4% | -2.1% |
| 6M | +16.1% | +14.3% | +1.8% | +10.0% |
| YTD | +20.6% | +36.9% | -16.3% | +6.3% |
| 1Y | +22.9% | +31.7% | -8.9% | +9.6% |
| 3Y | +55.2% | +164.5% | -109.3% | +7.6% |
| 5Y | +41.1% | +212.6% | -171.5% | -9.5% |
| 10Y | +167.0% | +329.7% | -162.7% | +44.2% |
| All | +193.0% | +325.1% | -132.1% | +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