+162.8%
USFD vs IAG
+746.3%
-583.5%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | -0.2% |
| 7D | -3.0% | -0.5% | -2.5% | -3.0% |
| 30D | +3.5% | +28.9% | -25.4% | +1.8% |
| 3M | +26.6% | +19.1% | +7.4% | +24.8% |
| 6M | +11.7% | -10.3% | +22.0% | +11.9% |
| YTD | +38.1% | +24.2% | +13.9% | +34.1% |
| 1Y | +33.4% | +116.5% | -83.1% | +23.0% |
| All | +162.8% | +746.3% | -583.5% | +110.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling