+21.4%
IQV vs USFD
+162.9%
-141.5%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.3% | -2.9% |
| 7D | +0.3% | -3.3% | +3.7% | +1.3% |
| 30D | +8.6% | -5.3% | +13.9% | +10.3% |
| 3M | +41.1% | +18.8% | +22.3% | +34.6% |
| 6M | +48.6% | +14.3% | +34.3% | +42.7% |
| YTD | +15.0% | +36.9% | -21.9% | +1.8% |
| 1Y | +38.1% | +31.7% | +6.4% | +24.0% |
| 3Y | +21.4% | +164.5% | -143.1% | -22.4% |
| All | +21.4% | +162.9% | -141.5% | -22.4% |
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 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