+69.2%
IYR vs USFD
+306.5%
-237.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.5% | +4.4% | +0.3% |
| 7D | -0.9% | -7.0% | +6.1% | +1.0% |
| 30D | -2.4% | -10.3% | +7.9% | +0.5% |
| 3M | -2.0% | +9.2% | -11.2% | -4.6% |
| 6M | +2.5% | +7.4% | -4.9% | 0.0% |
| YTD | +8.3% | +29.4% | -21.1% | -0.1% |
| 1Y | +6.5% | +24.8% | -18.4% | -1.0% |
| 3Y | +29.3% | +150.0% | -120.7% | -1.6% |
| 5Y | +5.7% | +195.5% | -189.8% | -24.8% |
| 10Y | +69.2% | +315.7% | -246.5% | -2.0% |
| All | +69.2% | +306.5% | -237.3% | -2.0% |
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 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