+328.9%
USFD vs IBB
+135.2%
+193.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -5.0% | +2.2% | 0.0% |
| 7D | +3.9% | -3.6% | +7.5% | +6.0% |
| 30D | +10.7% | +3.4% | +7.3% | +8.5% |
| 3M | +6.3% | +9.5% | -3.2% | +0.4% |
| 6M | +16.2% | +23.3% | -7.1% | +2.4% |
| YTD | +41.9% | +24.5% | +17.3% | +23.4% |
| 1Y | +44.2% | +32.9% | +11.3% | +20.7% |
| 3Y | +159.8% | +76.6% | +83.2% | +80.8% |
| 5Y | +177.1% | +35.5% | +141.6% | +121.9% |
| 10Y | +376.2% | +156.7% | +219.4% | +192.1% |
| All | +328.9% | +135.2% | +193.8% | +162.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling