+67.4%
IOT vs USFD
+242.5%
-175.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | +0.9% | +1.7% | -0.7% | 0.0% |
| 30D | +1.4% | +10.2% | -8.8% | -4.5% |
| 3M | +0.5% | -1.5% | +2.0% | +1.0% |
| 6M | +50.3% | +27.3% | +22.9% | +28.2% |
| YTD | +16.7% | +44.0% | -27.3% | -13.3% |
| 1Y | +6.8% | +50.4% | -43.5% | -23.6% |
| 3Y | +75.5% | +153.6% | -78.1% | -18.5% |
| All | +67.4% | +242.5% | -175.1% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling