+49.0%
IVZ vs USFD
+370.5%
-321.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -2.8% | -5.2% | -6.7% |
| 7D | -6.7% | +3.9% | -10.6% | -8.4% |
| 30D | -10.9% | +10.7% | -21.6% | -15.1% |
| 3M | -14.8% | +6.3% | -21.2% | -17.7% |
| 6M | +2.4% | +16.2% | -13.8% | -5.9% |
| YTD | +5.4% | +41.9% | -36.4% | -12.9% |
| 1Y | +19.6% | +44.2% | -24.6% | -2.2% |
| 3Y | +122.4% | +159.8% | -37.3% | +37.7% |
| 5Y | +28.8% | +177.1% | -148.3% | -23.9% |
| All | +49.0% | +370.5% | -321.5% | -26.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling