+25.3%
IOT vs USFD
+149.2%
-123.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -5.5% | +1.7% | -1.8% |
| 7D | +5.1% | -7.0% | +12.1% | +7.7% |
| 30D | -3.0% | -10.3% | +7.3% | +0.6% |
| 3M | +15.0% | +9.2% | +5.8% | +11.5% |
| 6M | +13.1% | +7.4% | +5.7% | +9.6% |
| YTD | +9.0% | +29.4% | -20.4% | -7.2% |
| 1Y | +0.1% | +24.8% | -24.7% | -13.1% |
| All | +25.3% | +149.2% | -123.9% | -28.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling