+140.3%
IVZ vs USFD
+156.9%
-16.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.2% |
| 7D | +0.6% | -3.0% | +3.7% | +1.9% |
| 30D | +4.0% | +3.5% | +0.5% | +2.2% |
| 3M | +18.2% | +26.6% | -8.4% | +4.5% |
| 6M | +32.8% | +11.7% | +21.1% | +24.7% |
| YTD | +28.7% | +38.1% | -9.4% | +5.2% |
| 1Y | +55.4% | +33.4% | +22.0% | +29.5% |
| All | +140.3% | +156.9% | -16.6% | +32.0% |
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