+31.7%
USFD vs IAG
+100.7%
-69.0%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.9% |
| 7D | -3.3% | +4.3% | -7.6% | -3.4% |
| 30D | -5.3% | +9.8% | -15.1% | -5.5% |
| 3M | +18.8% | +28.9% | -10.1% | +18.0% |
| 6M | +14.3% | -7.6% | +21.9% | +13.9% |
| YTD | +36.9% | +22.0% | +14.9% | +33.1% |
| 1Y | +31.7% | +99.5% | -67.8% | +22.8% |
| All | +31.7% | +100.7% | -69.0% | +22.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling