+158.3%
USFD vs IBB
+75.6%
+82.7%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -5.0% | +2.2% | -0.9% |
| 7D | +3.9% | -3.6% | +7.5% | +5.4% |
| 30D | +10.7% | +3.4% | +7.3% | +9.3% |
| 3M | +6.3% | +9.5% | -3.2% | +2.1% |
| 6M | +16.2% | +23.3% | -7.1% | +6.1% |
| YTD | +41.9% | +24.5% | +17.3% | +28.3% |
| 1Y | +44.2% | +32.9% | +11.3% | +26.4% |
| All | +158.3% | +75.6% | +82.7% | +98.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling