+128.7%
IVZ vs USFD
+159.2%
-30.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | -2.4% | +3.0% | -5.4% | -3.6% |
| 30D | -11.2% | +11.1% | -22.3% | -15.0% |
| 3M | -14.0% | -0.3% | -13.7% | -14.2% |
| 6M | +0.5% | +15.9% | -15.4% | -7.1% |
| YTD | +5.4% | +41.6% | -36.2% | -14.7% |
| 1Y | +19.5% | +49.4% | -29.9% | -6.9% |
| 3Y | +128.7% | +157.8% | -29.1% | +33.4% |
| All | +128.7% | +159.2% | -30.5% | +33.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling