+40.4%
IQV vs USFD
+163.9%
-123.5%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | +4.8% | +8.4% | -3.6% | +2.7% |
| 30D | +5.9% | +12.7% | -6.9% | +2.6% |
| 3M | +13.7% | +1.1% | +12.6% | +13.3% |
| 6M | +54.0% | +30.2% | +23.8% | +43.6% |
| YTD | +22.1% | +45.8% | -23.8% | +6.7% |
| 1Y | +29.1% | +51.9% | -22.8% | +10.7% |
| 3Y | +40.4% | +158.5% | -118.1% | -0.6% |
| All | +40.4% | +163.9% | -123.5% | -0.6% |
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 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