+5.5%
IYR vs USFD
+215.8%
-210.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.4% | -0.6% |
| 7D | -1.2% | -3.0% | +1.8% | -0.4% |
| 30D | -2.9% | +3.5% | -6.4% | -3.9% |
| 3M | +0.8% | +26.6% | -25.7% | -6.0% |
| 6M | +1.9% | +11.7% | -9.9% | -1.8% |
| YTD | +9.6% | +38.1% | -28.5% | -1.6% |
| 1Y | +8.1% | +33.4% | -25.3% | -2.1% |
| 3Y | +29.2% | +155.8% | -126.6% | -6.2% |
| All | +5.5% | +215.8% | -210.4% | -31.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling