+40.1%
IP vs USFD
+353.3%
-313.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +8.5% | -6.9% | -1.0% |
| 7D | +3.4% | +7.8% | -4.5% | +1.0% |
| 30D | +11.2% | +16.2% | -4.9% | +6.3% |
| 3M | -14.8% | +11.0% | -25.8% | -17.6% |
| 6M | +17.3% | +20.7% | -3.4% | +10.4% |
| YTD | -6.2% | +46.0% | -52.1% | -17.0% |
| 1Y | +2.3% | +49.8% | -47.4% | -10.3% |
| 3Y | +17.7% | +167.3% | -149.6% | -13.6% |
| 5Y | -8.4% | +197.2% | -205.6% | -36.2% |
| 10Y | +32.1% | +389.9% | -357.8% | -20.1% |
| All | +40.1% | +353.3% | -313.2% | -14.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling