+371.2%
USFD vs IAG
+326.7%
+44.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.8% | -2.7% | +2.7% |
| 7D | +3.9% | +24.0% | -20.1% | +2.4% |
| 30D | +12.8% | +5.5% | +7.3% | +12.3% |
| 3M | +1.0% | +8.3% | -7.3% | +0.2% |
| 6M | +30.3% | +6.1% | +24.2% | +29.0% |
| YTD | +46.0% | +20.3% | +25.6% | +42.1% |
| 1Y | +49.6% | +56.5% | -6.8% | +42.7% |
| 3Y | +166.3% | +762.6% | -596.3% | +119.7% |
| 5Y | +208.4% | +546.3% | -337.9% | +149.6% |
| 10Y | +371.2% | +356.1% | +15.1% | +288.5% |
| All | +371.2% | +326.7% | +44.6% | +288.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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