+157.8%
USFD vs IBN
+51.2%
+106.6%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.2% | -4.3% | -1.3% |
| 7D | +3.0% | +15.1% | -12.1% | -0.9% |
| 30D | +11.1% | +21.6% | -10.6% | +5.5% |
| 3M | -0.3% | +11.2% | -11.5% | -3.2% |
| 6M | +15.9% | +27.8% | -11.9% | +8.5% |
| YTD | +41.6% | +14.7% | +26.9% | +36.0% |
| 1Y | +49.4% | +14.4% | +35.0% | +43.4% |
| 3Y | +157.8% | +52.1% | +105.7% | +140.1% |
| All | +157.8% | +51.2% | +106.6% | +140.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling