+41.5%
IVZ vs USFD
+359.9%
-318.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.2% | +2.3% |
| 7D | +7.6% | +1.7% | +5.9% | +6.9% |
| 30D | +4.3% | +10.2% | -5.8% | -0.3% |
| 3M | -9.3% | -1.5% | -7.9% | -9.0% |
| 6M | +5.2% | +27.3% | -22.1% | -7.2% |
| YTD | +13.4% | +44.0% | -30.5% | -6.8% |
| 1Y | +25.4% | +50.4% | -25.0% | +0.7% |
| 3Y | +152.5% | +153.6% | -1.1% | +58.1% |
| 5Y | +36.7% | +219.0% | -182.3% | -23.8% |
| All | +41.5% | +359.9% | -318.4% | -32.6% |
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 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