+367.0%
USFD vs IBB
+133.2%
+233.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.3% |
| 7D | -0.2% | -1.4% | +1.2% | +0.6% |
| 30D | +12.3% | +6.8% | +5.5% | +8.0% |
| 3M | -0.7% | +9.2% | -9.9% | -6.3% |
| 6M | +31.3% | +28.3% | +2.9% | +12.0% |
| YTD | +45.7% | +29.4% | +16.3% | +22.9% |
| 1Y | +52.1% | +33.2% | +19.0% | +26.0% |
| 3Y | +158.2% | +90.2% | +68.1% | +67.5% |
| 5Y | +213.8% | +44.0% | +169.8% | +139.2% |
| 10Y | +367.0% | +133.1% | +233.9% | +173.6% |
| All | +367.0% | +133.2% | +233.8% | +173.6% |
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