+328.2%
USFD vs IBN
+458.6%
-130.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.2% | -4.3% | -1.9% |
| 7D | +3.0% | +15.1% | -12.1% | -2.8% |
| 30D | +11.1% | +21.6% | -10.6% | +2.5% |
| 3M | -0.3% | +11.2% | -11.5% | -4.7% |
| 6M | +15.9% | +27.8% | -11.9% | +4.5% |
| YTD | +41.6% | +14.7% | +26.9% | +33.0% |
| 1Y | +49.4% | +14.4% | +35.0% | +40.3% |
| 3Y | +157.8% | +52.1% | +105.7% | +111.0% |
| 5Y | +176.6% | +70.7% | +105.9% | +113.6% |
| 10Y | +375.4% | +385.5% | -10.2% | +169.7% |
| All | +328.2% | +458.6% | -130.3% | +139.7% |
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 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