+5.4%
IYR vs USFD
+215.4%
-210.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | +0.6% | +1.7% | -1.1% | +0.1% |
| 30D | +6.6% | +10.2% | -3.6% | +3.5% |
| 3M | -1.8% | -1.5% | -0.3% | -1.6% |
| 6M | +1.4% | +27.3% | -25.9% | -6.1% |
| YTD | +10.5% | +44.0% | -33.5% | -2.6% |
| 1Y | +10.6% | +50.4% | -39.7% | -4.0% |
| 3Y | +41.8% | +153.6% | -111.7% | +1.6% |
| All | +5.4% | +215.4% | -210.0% | -31.9% |
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