+52.1%
USFD vs IBN
+14.7%
+37.3%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.7% | +1.4% | +2.6% |
| 7D | +3.9% | +14.6% | -10.7% | -0.4% |
| 30D | +12.8% | +23.5% | -10.7% | +6.1% |
| 3M | +1.0% | +14.0% | -13.0% | -3.2% |
| 6M | +30.3% | +31.1% | -0.9% | +20.3% |
| YTD | +46.0% | +16.6% | +29.4% | +40.8% |
| All | +52.1% | +14.7% | +37.3% | +45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 1y: compounded portfolio wealth divided by compounded IBN 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…
1y analysis · Full analysis span regression · 6 months rolling