-12.3%
IP vs USFD
+184.3%
-196.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.8% | -1.2% | -2.9% |
| 7D | -5.0% | +3.9% | -8.9% | -6.3% |
| 30D | +6.5% | +10.7% | -4.2% | +2.6% |
| 3M | -18.0% | +6.3% | -24.4% | -20.1% |
| 6M | +10.3% | +16.2% | -5.9% | +3.9% |
| YTD | -9.9% | +41.9% | -51.7% | -21.9% |
| 1Y | -1.1% | +44.2% | -45.3% | -14.9% |
| 3Y | +13.0% | +159.8% | -146.8% | -22.6% |
| 5Y | -12.3% | +177.1% | -189.4% | -44.6% |
| All | -12.3% | +184.3% | -196.5% | -44.6% |
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