+376.6%
USFD vs IBB
+130.8%
+245.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.6% |
| 7D | +8.4% | +0.8% | +7.6% | +7.9% |
| 30D | +12.7% | +5.2% | +7.6% | +9.4% |
| 3M | +1.1% | +8.6% | -7.5% | -4.3% |
| 6M | +30.2% | +27.8% | +2.3% | +11.3% |
| YTD | +45.8% | +28.8% | +17.0% | +23.4% |
| 1Y | +51.9% | +36.4% | +15.5% | +23.9% |
| 3Y | +158.5% | +89.3% | +69.1% | +68.1% |
| 5Y | +208.0% | +43.3% | +164.8% | +135.6% |
| 10Y | +376.6% | +130.6% | +245.9% | +180.9% |
| All | +376.6% | +130.8% | +245.8% | +180.9% |
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