-1.1%
IP vs USFD
+46.0%
-47.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.8% | -1.2% | -3.2% |
| 7D | -5.0% | +3.9% | -8.9% | -5.9% |
| 30D | +6.5% | +10.7% | -4.2% | +3.7% |
| 3M | -18.0% | +6.3% | -24.4% | -19.3% |
| 6M | +10.3% | +16.2% | -5.9% | +6.3% |
| YTD | -9.9% | +41.9% | -51.7% | -16.7% |
| 1Y | -1.1% | +44.2% | -45.3% | -9.0% |
| All | -1.1% | +46.0% | -47.0% | -9.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling