+329.7%
USFD vs IAG
+371.0%
-41.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.8% |
| 7D | -3.3% | +4.3% | -7.6% | -3.6% |
| 30D | -5.3% | +9.8% | -15.1% | -6.0% |
| 3M | +18.8% | +28.9% | -10.1% | +16.5% |
| 6M | +14.3% | -7.6% | +21.9% | +14.2% |
| YTD | +36.9% | +22.0% | +14.9% | +33.4% |
| 1Y | +31.7% | +99.5% | -67.8% | +23.5% |
| 3Y | +164.5% | +818.3% | -653.8% | +118.2% |
| 5Y | +212.6% | +785.9% | -573.3% | +150.5% |
| 10Y | +329.7% | +381.1% | -51.4% | +249.9% |
| All | +329.7% | +371.0% | -41.2% | +249.9% |
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