+371.2%
USFD vs IBB
+139.6%
+231.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.8% | +0.3% | +1.4% |
| 7D | +3.9% | +2.7% | +1.2% | +2.3% |
| 30D | +12.8% | +6.3% | +6.5% | +8.8% |
| 3M | +1.0% | +11.1% | -10.1% | -5.7% |
| 6M | +30.3% | +29.2% | +1.0% | +10.7% |
| YTD | +46.0% | +30.2% | +15.7% | +22.7% |
| 1Y | +49.6% | +39.5% | +10.1% | +20.4% |
| 3Y | +166.3% | +92.3% | +73.9% | +71.7% |
| 5Y | +208.4% | +43.0% | +165.4% | +136.3% |
| 10Y | +371.2% | +137.1% | +234.1% | +172.9% |
| All | +371.2% | +139.6% | +231.6% | +172.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling