+317.7%
USFD vs IBB
+137.3%
+180.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.4% |
| 3M | +26.6% | +23.6% | +2.9% | +11.7% |
| 6M | +11.7% | +22.6% | -10.9% | -1.2% |
| YTD | +38.1% | +25.7% | +12.5% | +20.0% |
| 1Y | +33.4% | +51.4% | -18.0% | +3.5% |
| 3Y | +155.8% | +64.4% | +91.4% | +86.4% |
| 5Y | +214.0% | +22.1% | +191.9% | +166.4% |
| 10Y | +320.4% | +132.5% | +187.9% | +161.1% |
| All | +317.7% | +137.3% | +180.3% | +155.2% |
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