+38.4%
IYR vs USFD
+159.2%
-120.8%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | +2.0% | +3.0% | -1.0% | +1.2% |
| 30D | +8.2% | +11.1% | -2.8% | +5.6% |
| 3M | -1.7% | -0.3% | -1.5% | -1.9% |
| 6M | -0.4% | +15.9% | -16.3% | -4.1% |
| YTD | +9.9% | +41.6% | -31.7% | -0.6% |
| 1Y | +10.4% | +49.4% | -38.9% | -1.7% |
| 3Y | +38.4% | +157.8% | -119.4% | +3.4% |
| All | +38.4% | +159.2% | -120.8% | +3.4% |
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