+68.2%
IVZ vs USFD
+329.0%
-260.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.3% |
| 7D | +0.6% | -3.0% | +3.7% | +2.0% |
| 30D | +4.0% | +3.5% | +0.5% | +2.1% |
| 3M | +18.2% | +26.6% | -8.4% | +5.0% |
| 6M | +32.8% | +11.7% | +21.1% | +24.7% |
| YTD | +28.7% | +38.1% | -9.4% | +8.2% |
| 1Y | +55.4% | +33.4% | +22.0% | +32.4% |
| 3Y | +135.2% | +155.8% | -20.6% | +47.6% |
| 5Y | +64.2% | +214.0% | -149.8% | -7.4% |
| 10Y | +64.6% | +320.4% | -255.8% | -19.0% |
| All | +68.2% | +329.0% | -260.8% | -17.3% |
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