+311.3%
IQV vs USFD
+352.6%
-41.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | +4.1% | -0.2% | +4.2% | +4.1% |
| 30D | +4.7% | +12.3% | -7.6% | +0.9% |
| 3M | +12.6% | -0.7% | +13.3% | +12.3% |
| 6M | +58.2% | +31.3% | +26.9% | +44.9% |
| YTD | +21.8% | +45.7% | -23.9% | +6.7% |
| 1Y | +25.6% | +52.1% | -26.5% | +8.5% |
| 3Y | +40.1% | +158.2% | -118.2% | +2.1% |
| 5Y | +8.7% | +213.8% | -205.1% | -26.5% |
| 10Y | +255.9% | +367.0% | -111.1% | +95.1% |
| All | +311.3% | +352.6% | -41.2% | +125.1% |
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 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