-8.8%
IT vs USFD
+49.6%
-58.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +8.5% | -7.0% | +1.6% |
| 7D | -5.5% | +7.8% | -13.3% | -5.1% |
| 30D | +10.3% | +16.2% | -5.8% | +12.0% |
| 3M | +11.5% | +11.0% | +0.5% | +12.7% |
| 6M | +40.3% | +20.7% | +19.5% | +46.6% |
| YTD | -17.9% | +46.0% | -63.8% | -13.4% |
| 1Y | -8.8% | +49.8% | -58.6% | -4.6% |
| All | -8.8% | +49.6% | -58.4% | -4.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling