+341.0%
USFD vs IAG
+430.7%
-89.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.7% | +6.6% | +0.3% |
| 7D | +8.4% | +16.8% | -8.5% | +7.3% |
| 30D | +12.7% | -1.5% | +14.2% | +12.7% |
| 3M | +1.1% | +0.5% | +0.6% | +0.8% |
| 6M | +30.2% | -1.0% | +31.1% | +29.5% |
| YTD | +45.8% | +12.3% | +33.5% | +42.8% |
| 1Y | +51.9% | +39.2% | +12.7% | +46.5% |
| 3Y | +158.5% | +712.3% | -553.8% | +116.8% |
| 5Y | +208.0% | +484.2% | -276.2% | +154.4% |
| 10Y | +376.6% | +382.3% | -5.7% | +293.0% |
| All | +341.0% | +430.7% | -89.7% | +255.3% |
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