+25.4%
IP vs USFD
+370.5%
-345.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.8% | -1.2% | -3.1% |
| 7D | -5.0% | +3.9% | -8.9% | -6.1% |
| 30D | +6.5% | +10.7% | -4.2% | +3.3% |
| 3M | -18.0% | +6.3% | -24.4% | -19.8% |
| 6M | +10.3% | +16.2% | -5.9% | +5.0% |
| YTD | -9.9% | +41.9% | -51.7% | -19.7% |
| 1Y | -1.1% | +44.2% | -45.3% | -12.4% |
| 3Y | +13.0% | +159.8% | -146.8% | -16.5% |
| 5Y | -12.3% | +177.1% | -189.4% | -37.8% |
| All | +25.4% | +370.5% | -345.1% | -24.3% |
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