+218.4%
USFD vs IBN
+72.7%
+145.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -0.9% |
| 7D | +1.3% | +5.7% | -4.4% | -1.2% |
| 30D | +10.6% | +20.5% | -9.9% | +1.8% |
| 3M | -2.4% | +15.2% | -17.7% | -8.5% |
| 6M | +28.9% | +34.5% | -5.6% | +12.5% |
| YTD | +43.7% | +16.4% | +27.4% | +33.5% |
| 1Y | +48.5% | +13.5% | +34.9% | +39.3% |
| 3Y | +154.7% | +55.4% | +99.3% | +95.4% |
| 5Y | +218.4% | +73.1% | +145.3% | +108.7% |
| All | +218.4% | +72.7% | +145.6% | +108.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling