+18.5%
IP vs USFD
+167.1%
-148.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +8.5% | -6.9% | -1.4% |
| 7D | +3.4% | +7.8% | -4.5% | +0.6% |
| 30D | +11.2% | +16.2% | -4.9% | +5.5% |
| 3M | -14.8% | +11.0% | -25.8% | -18.0% |
| 6M | +17.3% | +20.7% | -3.4% | +9.4% |
| YTD | -6.2% | +46.0% | -52.1% | -19.3% |
| 1Y | +2.3% | +49.8% | -47.4% | -13.0% |
| All | +18.5% | +167.1% | -148.6% | -15.3% |
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 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