+251.2%
IQV vs USFD
+369.2%
-118.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | +4.8% | +8.4% | -3.6% | +2.2% |
| 30D | +5.9% | +12.7% | -6.9% | +1.9% |
| 3M | +13.7% | +1.1% | +12.6% | +12.8% |
| 6M | +54.0% | +30.2% | +23.8% | +41.4% |
| YTD | +22.1% | +45.8% | -23.8% | +6.9% |
| 1Y | +29.1% | +51.9% | -22.8% | +11.5% |
| 3Y | +40.4% | +158.5% | -118.1% | +2.2% |
| 5Y | +9.1% | +208.0% | -198.9% | -26.0% |
| 10Y | +251.2% | +376.6% | -125.3% | +87.1% |
| All | +251.2% | +369.2% | -118.0% | +87.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling