+67.3%
IOT vs USFD
+241.9%
-174.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.8% | -1.4% |
| 7D | +0.6% | +1.3% | -0.8% | -0.2% |
| 30D | +0.1% | +10.6% | -10.4% | -5.9% |
| 3M | +5.0% | -2.4% | +7.5% | +6.1% |
| 6M | +47.0% | +28.9% | +18.1% | +24.4% |
| YTD | +16.6% | +43.7% | -27.2% | -13.3% |
| 1Y | +4.8% | +48.5% | -43.7% | -24.4% |
| 3Y | +72.2% | +154.7% | -82.5% | -20.4% |
| All | +67.3% | +241.9% | -174.6% | -39.6% |
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 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