+49.8%
USFD vs IBB
+42.2%
+7.6%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +2.6% | +5.8% | +7.9% |
| 7D | +7.8% | +2.2% | +5.6% | +7.3% |
| 30D | +16.2% | +6.3% | +9.8% | +14.6% |
| 3M | +11.0% | +16.3% | -5.3% | +6.8% |
| 6M | +20.7% | +30.0% | -9.3% | +13.2% |
| YTD | +46.0% | +31.1% | +14.8% | +35.7% |
| 1Y | +49.8% | +42.0% | +7.8% | +32.9% |
| All | +49.8% | +42.2% | +7.6% | +32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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