+362.2%
USFD vs IBB
+156.3%
+205.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -1.2% |
| 7D | +3.0% | -1.8% | +4.8% | +4.0% |
| 30D | +11.1% | +5.1% | +6.0% | +7.8% |
| 3M | -0.3% | +10.7% | -11.0% | -6.6% |
| 6M | +15.9% | +22.9% | -7.0% | +1.8% |
| YTD | +41.6% | +26.7% | +14.9% | +21.3% |
| 1Y | +49.4% | +35.1% | +14.3% | +22.9% |
| 3Y | +157.8% | +80.2% | +77.7% | +74.4% |
| 5Y | +176.6% | +37.8% | +138.8% | +117.4% |
| All | +362.2% | +156.3% | +205.8% | +177.3% |
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