+77.6%
IYR vs USFD
+339.9%
-262.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | +2.0% | +3.0% | -1.0% | +1.1% |
| 30D | +8.2% | +11.1% | -2.8% | +5.1% |
| 3M | -1.7% | -0.3% | -1.5% | -1.9% |
| 6M | -0.4% | +15.9% | -16.3% | -4.8% |
| YTD | +9.9% | +41.6% | -31.7% | -1.1% |
| 1Y | +10.4% | +49.4% | -38.9% | -2.2% |
| 3Y | +38.4% | +157.8% | -119.4% | +4.5% |
| 5Y | +5.2% | +176.6% | -171.4% | -23.7% |
| 10Y | +83.8% | +375.4% | -291.5% | +5.7% |
| All | +77.6% | +339.9% | -262.3% | +3.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling