+316.7%
IVV vs USFD
+340.6%
-23.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.8% | -1.6% | -3.7% |
| 7D | -4.8% | +3.9% | -8.7% | -5.7% |
| 30D | -5.9% | +10.7% | -16.6% | -8.3% |
| 3M | -4.5% | +6.3% | -10.9% | -6.2% |
| 6M | +1.8% | +16.2% | -14.4% | -2.5% |
| YTD | +8.4% | +41.9% | -33.5% | -1.8% |
| 1Y | +9.4% | +44.2% | -34.8% | -1.4% |
| 3Y | +75.3% | +159.8% | -84.5% | +36.0% |
| 5Y | +67.8% | +177.1% | -109.3% | +25.8% |
| 10Y | +314.2% | +376.2% | -62.0% | +169.5% |
| All | +316.7% | +340.6% | -23.9% | +172.7% |
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