+317.7%
USFD vs IBN
+399.4%
-81.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.4% | -0.1% |
| 7D | -3.0% | +1.4% | -4.4% | -3.6% |
| 30D | +3.5% | -0.3% | +3.9% | +3.6% |
| 3M | +26.6% | +17.1% | +9.5% | +18.4% |
| 6M | +11.7% | +3.4% | +8.3% | +9.6% |
| YTD | +38.1% | +2.5% | +35.6% | +35.9% |
| 1Y | +33.4% | -4.2% | +37.5% | +34.5% |
| 3Y | +155.8% | +32.4% | +123.4% | +121.6% |
| 5Y | +214.0% | +59.2% | +154.8% | +148.6% |
| 10Y | +320.4% | +345.7% | -25.3% | +149.2% |
| All | +317.7% | +399.4% | -81.7% | +144.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling