+56.5%
IOT vs USFD
+207.8%
-151.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -5.5% | +1.7% | -0.5% |
| 7D | +5.1% | -7.0% | +12.1% | +9.7% |
| 30D | -3.0% | -10.3% | +7.3% | +3.4% |
| 3M | +15.0% | +9.2% | +5.8% | +8.4% |
| 6M | +13.1% | +7.4% | +5.7% | +6.2% |
| YTD | +9.0% | +29.4% | -20.4% | -13.3% |
| 1Y | +0.1% | +24.8% | -24.7% | -18.9% |
| 3Y | +26.4% | +150.0% | -123.6% | -42.0% |
| All | +56.5% | +207.8% | -151.3% | -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