+328.9%
USFD vs IAG
+401.4%
-72.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.2% | -3.0% | -2.8% |
| 7D | +3.9% | +4.5% | -0.6% | +3.6% |
| 30D | +10.7% | -5.7% | +16.4% | +11.0% |
| 3M | +6.3% | +10.1% | -3.8% | +5.4% |
| 6M | +16.2% | +7.3% | +8.9% | +15.0% |
| YTD | +41.9% | +6.1% | +35.7% | +39.4% |
| 1Y | +44.2% | +46.8% | -2.6% | +38.5% |
| 3Y | +159.8% | +573.1% | -413.3% | +120.6% |
| 5Y | +177.1% | +477.6% | -300.5% | +129.3% |
| 10Y | +376.2% | +315.7% | +60.5% | +294.8% |
| All | +328.9% | +401.4% | -72.5% | +247.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling