-1.0%
IQV vs USFD
+214.9%
-215.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.3% | -2.9% |
| 7D | +0.3% | -3.3% | +3.7% | +1.5% |
| 30D | +8.6% | -5.3% | +13.9% | +10.6% |
| 3M | +41.1% | +18.8% | +22.3% | +32.8% |
| 6M | +48.6% | +14.3% | +34.3% | +41.1% |
| YTD | +15.0% | +36.9% | -21.9% | +0.5% |
| 1Y | +38.1% | +31.7% | +6.4% | +22.2% |
| 3Y | +21.4% | +164.5% | -143.1% | -20.0% |
| 5Y | -1.0% | +212.6% | -213.6% | -40.8% |
| All | -1.0% | +214.9% | -215.9% | -40.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling