+362.2%
USFD vs IAG
+365.5%
-3.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +7.2% | -7.4% | -0.7% |
| 7D | +3.0% | +21.4% | -18.5% | +1.6% |
| 30D | +11.1% | +4.0% | +7.0% | +10.6% |
| 3M | -0.3% | +17.0% | -17.3% | -1.6% |
| 6M | +15.9% | +1.4% | +14.5% | +15.1% |
| YTD | +41.6% | +13.8% | +27.9% | +38.4% |
| 1Y | +49.4% | +55.8% | -6.4% | +42.5% |
| 3Y | +157.8% | +647.4% | -489.6% | +114.7% |
| 5Y | +176.6% | +519.1% | -342.5% | +124.5% |
| All | +362.2% | +365.5% | -3.3% | +277.8% |
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