+216.3%
USFD vs IBB
+22.5%
+193.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | +0.1% |
| 7D | -3.0% | +1.4% | -4.4% | -3.8% |
| 30D | +3.5% | +10.5% | -7.0% | -2.2% |
| 3M | +26.6% | +23.6% | +2.9% | +12.1% |
| 6M | +11.7% | +22.6% | -10.9% | -0.9% |
| YTD | +38.1% | +25.7% | +12.5% | +20.3% |
| 1Y | +33.4% | +51.4% | -18.0% | +3.5% |
| 3Y | +155.8% | +64.4% | +91.4% | +85.3% |
| All | +216.3% | +22.5% | +193.8% | +109.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling