+83.4%
IYR vs USFD
+359.1%
-275.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.7% | -0.3% |
| 7D | -0.1% | +1.3% | -1.4% | -0.5% |
| 30D | +5.7% | +10.6% | -4.9% | +2.8% |
| 3M | -0.6% | -2.4% | +1.8% | -0.2% |
| 6M | +0.5% | +28.9% | -28.4% | -6.6% |
| YTD | +10.4% | +43.7% | -33.3% | -1.0% |
| 1Y | +9.2% | +48.5% | -39.3% | -3.1% |
| 3Y | +40.5% | +154.7% | -114.2% | +6.5% |
| 5Y | +5.9% | +218.4% | -212.4% | -25.9% |
| All | +83.4% | +359.1% | -275.7% | +8.2% |
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