+46.4%
IP vs USFD
+329.0%
-282.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.5% | +2.3% |
| 7D | -5.3% | -3.0% | -2.3% | -4.4% |
| 30D | -10.9% | +3.5% | -14.4% | -11.9% |
| 3M | +11.2% | +26.6% | -15.4% | +3.4% |
| 6M | -10.2% | +11.7% | -21.9% | -13.5% |
| YTD | -2.0% | +38.1% | -40.1% | -11.8% |
| 1Y | -19.1% | +33.4% | -52.5% | -26.5% |
| 3Y | +20.9% | +155.8% | -135.0% | -10.0% |
| 5Y | -17.8% | +214.0% | -231.9% | -43.6% |
| 10Y | +23.5% | +320.4% | -296.8% | -24.0% |
| All | +46.4% | +329.0% | -282.6% | -9.4% |
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