+55.4%
IOT vs USFD
+201.1%
-145.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.6% | +0.3% |
| 7D | -4.5% | -8.4% | +3.8% | +0.6% |
| 30D | -2.4% | -14.1% | +11.6% | +6.7% |
| 3M | +19.0% | +4.5% | +14.5% | +15.3% |
| 6M | +19.6% | +4.4% | +15.3% | +14.3% |
| YTD | +8.3% | +26.6% | -18.3% | -12.8% |
| 1Y | -0.8% | +19.4% | -20.2% | -17.0% |
| 3Y | +24.4% | +144.6% | -120.2% | -42.2% |
| All | +55.4% | +201.1% | -145.8% | -39.2% |
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 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