+192.6%
USFD vs IBB
+37.5%
+155.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -1.1% |
| 7D | +3.0% | -1.8% | +4.8% | +4.0% |
| 30D | +11.1% | +5.1% | +6.0% | +8.0% |
| 3M | -0.3% | +10.7% | -11.0% | -6.4% |
| 6M | +15.9% | +22.9% | -7.0% | +2.1% |
| YTD | +41.6% | +26.7% | +14.9% | +21.7% |
| 1Y | +49.4% | +35.1% | +14.3% | +23.2% |
| 3Y | +157.8% | +80.2% | +77.7% | +71.5% |
| All | +192.6% | +37.5% | +155.1% | +105.1% |
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