+317.7%
USFD vs IAG
+486.8%
-169.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +24.7% |
| 6M | +11.7% | -10.3% | +22.0% | +11.8% |
| YTD | +38.1% | +24.2% | +13.9% | +34.6% |
| 1Y | +33.4% | +116.5% | -83.1% | +24.7% |
| 3Y | +155.8% | +742.8% | -587.0% | +114.3% |
| 5Y | +214.0% | +753.3% | -539.3% | +154.8% |
| 10Y | +320.4% | +403.2% | -82.8% | +245.1% |
| All | +317.7% | +486.8% | -169.2% | +235.0% |
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